Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Strong rules for detecting the number of breaks in a time series
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+The effect of measurement error
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+Partial parameter consistency in a misspecified structural change model
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+Estimating the locations and number of change points by the sample-splitting method
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+Generic consistency of the break‐point estimator under specification errors
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+OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR  REGRESSION MODEL
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+On stationary tests in the presence of structural breaks
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+Vector attenuation bias in the classical errors-in-variables model
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Convergence of stochastic processes
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Estimating the number of change-points via Schwarz' criterion
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+Publication:3521276