Recent developments in the econometrics of structural change (Q1906284): Difference between revisions

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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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+Recursive stability analysis of linear regression relationships. An exploratory methodology
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+Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
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+On Detecting Changes in the Mean of Normal Variates
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+Are consumption-based intertemporal capital asset pricing models structural?
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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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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Time-varying linear regression via flexible least squares
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+Flexible least squares for approximately linear systems
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Time Series Regression with a Unit Root
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+Q4834791
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+Diagnostic testing and evaluation of maximum likelihood models
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+On the Power Function of the Analysis of Variance Test
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+Q4029493
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