Estimation and inference in unstable nonlinear least squares models (Q528129): Difference between revisions

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-.1016/j.jeconom.2012.09.004
@@ Property / DOI: 10.1016/j.jeconom.2012.09.004 / rank @@
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+Q4715954
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+End-of-Sample Instability Tests
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+Inference in Nonlinear Econometric Models with Structural Change
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Likelihood ratio tests for multiple structural changes
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Critical values for multiple structural change tests
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+Econometric Theory and Practice
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+Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
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+Testing the adequacy of smooth transition autoregressive models
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+Inference regarding multiple structural changes in linear models with endogenous regressors
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+Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks
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+Testing for structural change in conditional models
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+Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany
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+A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
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+Estimating restricted structural change models
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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@@ Property / DOI @@
+.1016/J.JECONOM.2012.09.004
@@ Property / DOI: 10.1016/J.JECONOM.2012.09.004 / rank @@
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