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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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6714804
@@ Property / zbMATH DE Number: 6714804 / rank @@
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@@ Property / zbMATH Keywords @@
+multiple breaks
@@ Property / zbMATH Keywords: multiple breaks / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear least squares
@@ Property / zbMATH Keywords: nonlinear least squares / rank @@
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@@ Property / zbMATH Keywords @@
+smooth transition
@@ Property / zbMATH Keywords: smooth transition / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2163173380
@@ Property / OpenAlex ID: W2163173380 / rank @@
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@@ Property / cites work @@
+Q4715954
@@ Property / cites work: Q4715954 / rank @@
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@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
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@@ Property / cites work @@
+End-of-Sample Instability Tests
@@ Property / cites work: End-of-Sample Instability Tests / rank @@
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@@ Property / cites work @@
+Inference in Nonlinear Econometric Models with Structural Change
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@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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@@ Property / cites work @@
+Likelihood ratio tests for multiple structural changes
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@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
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@@ Property / cites work @@
+Critical values for multiple structural change tests
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@@ Property / cites work @@
+Econometric Theory and Practice
@@ Property / cites work: Econometric Theory and Practice / rank @@
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@@ Property / cites work @@
+Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
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@@ Property / cites work @@
+Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
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@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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@@ Property / cites work @@
+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
@@ Property / cites work: ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+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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+A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
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@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
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@@ Property / cites work @@
+Inference regarding multiple structural changes in linear models with endogenous regressors
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@@ Property / cites work @@
+Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
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+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
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@@ Property / cites work @@
+Q3715994
@@ Property / cites work: Q3715994 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3780320
@@ Property / cites work: Q3780320 / rank @@
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@@ Property / cites work @@
+Estimating restricted structural change models
@@ Property / cites work: Estimating restricted structural change models / rank @@
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@@ Property / cites work @@
+Estimating and Testing Structural Changes in Multivariate Regressions
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@@ Property / cites work @@
+ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
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@@ Property / cites work @@
+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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@@ Property / cites work @@
+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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@@ links / mardi / name / links / mardi / name @@
+Publication:528129