TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421): Difference between revisions

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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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+Root-n-consistent estimation of partially linear time series models
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+Nonparametric statistics for stochastic processes
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+Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables
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+Testing structural change in time-series nonparametric regression models
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+Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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+Consistent Nonparametric Entropy-Based Testing
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+Root-N-Consistent Semiparametric Regression
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+Nonparametric inference on structural breaks
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+External bootstrap tests for parameter stability.
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Convergence of stochastic processes
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+A test for a change in a parameter occurring at an unknown point
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+Second Order Approximation in the Partially Linear Regression Model
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+SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR  DEPENDENT DATA WITH GENERATED REGRESSORS
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+The generalized fluctuation test: A unifying view
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+Testing for Structural Change in Dynamic Models
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+Testing for cointegration using partially linear models
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+PARTIALLY LINEAR MODELS WITH UNIT ROOTS
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+A functional central limit theorem for strongly mixing sequences of random variables
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+Q4516961
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+Sample Splitting and Threshold Estimation
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+Testing for structural change in conditional models
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+Bootstrapping general empirical measures
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+A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator
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