Generalized Predictive Tests and Structural Change Analysis in Econometrics
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- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment
- Does modeling a structural break improve forecast accuracy?
- Short run and long run causality in time series: inference
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
- scientific article; zbMATH DE number 3999094 (Why is no real title available?)
- Inference in Nonlinear Econometric Models with Structural Change
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
- Are consumption-based intertemporal capital asset pricing models structural?
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