Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests 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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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Simulated power functions
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+Bootstrap tests and confidence regions for functions of a covariance matrix
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+MOSUM tests for parameter constancy
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+The wild bootstrap, tamed at last
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+THE SIZE DISTORTION OF BOOTSTRAP TESTS
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+Bootstrap tests: how many bootstraps?
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+The power of bootstrap and asymptotic tests
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+Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
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+Modified Randomization Tests for Nonparametric Hypotheses
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+Bootstrap methods: another look at the jackknife
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+Q3959963
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+On the number of bootstrap simulations required to construct a confidence interval
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+The bootstrap and Edgeworth expansion
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+Testing for structural change in conditional models
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+Tests For Constancy Of Model Parameters Over Time
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+Bootstrap procedures under some non-i.i.d. models
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+Testing for the Constancy of Parameters Over Time
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Maximum Likelihood Estimation of Misspecified Models
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+A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals
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