NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY
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Publication:4917232
DOI10.1017/S0266466612000151zbMath1316.62056MaRDI QIDQ4917232
Publication date: 29 April 2013
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (8)
Nonparametric testing for smooth structural changes in panel data models ⋮ Testing for structural changes in linear regressions with time-varying variance ⋮ A test for changing trends with monotonic power ⋮ Detecting structural changes under nonstationary volatility ⋮ A consistent nonparametric test for the structure change in quantile regression ⋮ Testing for Trend Specifications in Panel Data Models ⋮ Inference and testing breaks in large dynamic panels with strong cross sectional dependence ⋮ Modeling and testing smooth structural changes with endogenous regressors
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