Testing for structural change in conditional models (Q1580340): Difference between revisions

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+MaRDI publication profile
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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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+Bootstrapping unstable first-order autoregressive processes
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+Q5560061
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+Edgeworth correction by bootstrap in autoregressions
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
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+Exact tests for structural change in first-order dynamic models
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+Modified Randomization Tests for Nonparametric Hypotheses
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+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+Exogeneity
@@ Property / cites work: Exogeneity / rank @@
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+Bootstrapping general empirical measures
@@ Property / cites work: Bootstrapping general empirical measures / rank @@
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+Q3911791
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+The jackknife and the bootstrap for general stationary observations
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+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
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+Estimating Long-Run Economic Equilibria
@@ Property / cites work: Estimating Long-Run Economic Equilibria / rank @@
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+A trend-resistant test for structural change based on OLS residuals
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Q128090106
@@ Property / Wikidata QID: Q128090106 / rank @@
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