External bootstrap tests for parameter stability.
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Recommendations
- Bootstrap confidence intervals and hypothesis tests for extrema of parameters
- Consistent bootstrap tests of parametric regression functions
- Asymptotic stability of the bootstrap sample mean.
- A sieve bootstrap test for stationarity.
- Parametric bootstrap tests for continuous and discrete distributions
- Bootstrap tests for autocorrelation.
- Alternative Tests for Parameter Stability
- scientific article; zbMATH DE number 1301716
Cites work
- A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
- A maximal inequality and dependent strong laws
- Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models
- Bootstrap Approximations in Model Checks for Regression
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
- Bootstrap procedures under some non-i.i.d. models
- Convergence of Distributions Generated by Stationary Stochastic Processes
- Convergence of stochastic empirical measures
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 1211743 (Why is no real title available?)
- scientific article; zbMATH DE number 818203 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Invariance principles for dependent variables
- Jackknife, bootstrap and other resampling methods in regression analysis
- Large Sample Properties of Generalized Method of Moments Estimators
- Martingale Central Limit Theorems
- Nonlinear Regressions with Integrated Time Series
- On the invariance principle for nonstationary mixingales
- Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Predictive tests for structural change with unknown breakpoint
- Significance testing in nonparametric regression based on the bootstrap.
- Subsampling
- Testing for structural change in conditional models
- Testing for the Constancy of Parameters Over Time
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The Bierens test under data dependence
- The Cusum Test with Ols Residuals
- The generalized fluctuation test: A unifying view
- The jackknife and the bootstrap for general stationary observations
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Cited in
(7)- Testing the adequacy of semiparametric transformation models
- Testing structural change in partially linear models
- Validation tests for semi-parametric models
- Present value model, heteroscedasticity and parameter stability tests
- On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models.
- Testing the impacts on inefficiency in a semiparametric stochastic frontier model
- Testing mean independence with functional covariate
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