Testing for structural breaks in dynamic factor models (Q737946): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal changepoint tests for normal linear regression
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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+GLS Estimation of Dynamic Factor Models
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+Do institutional changes affect business cycles? Evidence from Europe
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+Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
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+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Publication:737946