Testing for parameter instability and structural change in persistent predictive regressions
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Publication:2106367
Cites work
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
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Cited in
(7)- A new test for structural stability in the linear regression model
- Testing for parameter instability in predictive regression models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Nonparametric testing for long-horizon predictability with persistent covariates
- Test for partial parameter instability in regressions with \(I(1)\) processes
- Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS
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