Efficient Tests for General Persistent Time Variation in Regression Coefficients
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(30)- Nearly weighted risk minimal unbiased estimation
- A model-free consistent test for structural change in regression possibly with endogeneity
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- Variable selection in panel models with breaks
- Exchange rate returns and external adjustment: evidence from Switzerland
- Pre and post break parameter inference
- Model comparisons in unstable environments
- Parametric and semi-parametric efficient tests for parameter instability
- Confidence sets for the date of a single break in linear time series regressions
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients
- Tests for changing mean with monotonic power
- Testing for factor loading structural change under common breaks
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
- Testing for shifts in mean with monotonic power against multiple structural changes
- Testing for parameter constancy in the time series direction in panel data models
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
- Nonparametric modeling for the time-varying persistence of inflation
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
- Forecasting Macroeconomic Variables Under Model Instability
- Local projections in unstable environments
- Spatial unit roots and spurious regression
- Noncommon Breaks
- Positive-Definite Converging Kernel Estimation of Long-Run Variance
- Title not available (Why is no real title available?)
- Inference and prediction in a multiple-structural-break model
- Predictability of stock returns and asset allocation under structural breaks
- Improving the finite sample performance of tests for a shift in mean
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