Pages that link to "Item:Q1906295"
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The following pages link to Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295):
Displaying 20 items.
- Robust GMM tests for structural breaks (Q265111) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- The option CAPM and the performance of hedge funds (Q656073) (← links)
- Drift and breaks in labor productivity (Q1027397) (← links)
- Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (Q1600863) (← links)
- Performance of LM-type unit root tests with trend break: a bootstrap approach (Q1929815) (← links)
- Do TFP and the relative price of investment share a common I(1) component? (Q1994606) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Least squares estimation and tests of breaks in mean and variance under misspecification (Q3156185) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- Dangers of data mining: The case of calendar effects in stock returns (Q5952033) (← links)
- Predictive ability with cointegrated variables (Q5952956) (← links)
