Drift and breaks in labor productivity
DOI10.1016/J.JEDC.2006.11.004zbMATH Open1163.91527OpenAlexW3122614603MaRDI QIDQ1027397FDOQ1027397
Publication date: 1 July 2009
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp718.pdf
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Cites Work
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Estimating and Testing Linear Models with Multiple Structural Changes
- Testing for the Constancy of Parameters Over Time
- Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
- A standard error for the estimated state vector of a state-space model
- Time-varying equilibrium real rates and monetary policy analysis
Cited In (4)
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