Pre and post break parameter inference (Q2451770): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Hybrid and Size-Corrected Subsampling Methods
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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Applications of subsampling, hybrid, and size-correction methods
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Efficient Tests for General Persistent Time Variation in Regression Coefficients
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+Confidence sets for the date of a single break in linear time series regressions
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+Inference regarding multiple structural changes in linear models with endogenous regressors
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+Q3911791
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+The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
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+Valid Inference in Partially Unstable Generalized Method of Moments Models
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+Efficient Tests Under a Weak Convergence Assumption
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+Efficient Estimation of the Parameter Path in Unstable Time Series Models
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS
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+An Asymptotic Representation Theorem
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+Asymptotic Statistics
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+The statistical work of Lucien Le Cam.
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+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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