Generalized M‐fluctuation tests for parameter instability
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Cites work
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
- Estimating and Testing Linear Models with Multiple Structural Changes
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- Large Sample Properties of Generalized Method of Moments Estimators
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Testing for Structural Change in Dynamic Models
- Testing for the Constancy of Parameters Over Time
- Tests For Constancy Of Model Parameters Over Time
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Cusum Test with Ols Residuals
- The Estimation of Economic Relationships using Instrumental Variables
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
Cited in
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- A note on the structural change test in highly parameterized psychometric models
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
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- Ensemble learning from model based trees with application to differential price sensitivity assessment
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- Model trees with topic model preprocessing: an approach for data journalism illustrated with the WikiLeaks Afghanistan war logs
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
- Monitoring Structural Changes in Generalized Linear Models
- The generalized fluctuation test: A unifying view
- Testing for measurement invariance with respect to an ordinal variable
- Spatial Integration of Pig Meat Markets in the EU: Complex Network Analysis of Non-linear Price Relationships
- Gaining insight with recursive partitioning of generalized linear models
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
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- The Bradley-Terry regression trunk approach for modeling preference data with small trees
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- Exploratory identification of predictive biomarkers in randomized trials with normal endpoints
- Concept Drift Monitoring and Diagnostics of Supervised Learning Models via Score Vectors
- Model-based recursive partitioning for subgroup analyses
- Comparing four methods for estimating tree-based treatment regimes
- Generalized random forests
- Goodness of fit in relational event models
- Score-based tests for parameter instability in ordinal factor models
- A usage-based insurance (UBI) pricing model considering customer retention
- Tree models for assessing covariate-dependent method agreement with an application to physical activity measurements
- Investigating heterogeneity in IRTree models for multiple response processes with score-based partitioning
- Subgroup identification in dose-finding trials via model-based recursive partitioning
- Rasch trees: a new method for detecting differential item functioning in the Rasch model
- Implementing a class of structural change tests: an econometric computing approach
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