OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347): Difference between revisions

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+The Cusum Test with Ols Residuals
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+Normal rank
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+Testing for the Constancy of Parameters Over Time
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+Bootstrap specification tests for diffusion processes
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+The power of tests of predictive ability in the presence of structural breaks
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative
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+Optimal changepoint tests for normal linear regression
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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+Robust tests for spherical symmetry and their application to least squares regression
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+A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
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+Predictive tests for structural change with unknown breakpoint
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+Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
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+Publication:3375347