Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645): Difference between revisions

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+Inference in Nonlinear Econometric Models with Structural Change
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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