Model selection in under-specified equations facing breaks (Q2511787): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Evaluating Automatic Model Selection
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+Model selection when there are multiple breaks
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+Automatic Selection for Non-linear Models
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Q4593680
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
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+The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
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+Dynamic Econometrics
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+Q3099632
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+Q4593677
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+The use of dummy variables to compute predictions, prediction errors, and confidence intervals
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Publication:2511787