SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Testing for change points due to a covariate threshold in quantile regression
2 references·1 citing·10 second hop
Testing for change points due to a covariate threshold in quantile regression (2014)Testing for change points due to a covari…Threshold effect of the economic growth rate on the renewable energy development from a change in energy price: Evidence from OECD countries (2009)Threshold effect of the econo…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Real time change-point detection in a nonlinear quantile model (2017)Real time change-point detect…Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)A Structural VAR Analysis of Renewable Energy Consumption, Real GDP and CO2 Emissions: Evidence from India (2011)Factors influencing renewable electricity consumption in China (2015)Effects of energy production and CO 2 emissions on economic growth in Iran: ARDL approach (2017)MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST (2000)Monitoring changes in linear models (2003)Bootstrapping sequential change-point tests for linear regression (2011)Sample Splitting and Threshold Estimation (2000)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 2009Threshold effect of the economic growth rate on the renewable energy development from a change in energy price: Evidence from OECD countries250 cited

Cited by

  • 2017Real time change-point detection in a nonlinear quantile model9 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work