Testing structural change in partially linear models

DOI10.1017/S0266466609990788zbMATH Open1230.62123OpenAlexW2099962892MaRDI QIDQ2995421FDOQ2995421

Authors Liangjun Su, Halbert White 

Publication date 21 April 2011

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466609990788

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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Cites Work

• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
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• Testing for Structural Change in Dynamic Models
• Testing for cointegration using partially linear models
• Testing for structural change in conditional models
• Testing structural change in time-series nonparametric regression models
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• The generalized fluctuation test: A unifying view
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Cited In (20)

• Bootstrapping structural change tests
• Testing for change points in partially linear models
• A flexible nonparametric test for conditional independence
• A model-free consistent test for structural change in regression possibly with endogeneity
• Testing structural change in partially linear single-index models with error-prone linear covariates
• Shrinkage estimation of regression models with multiple structural changes
• Robustness checks and robustness tests in applied economics
• A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
• Testing conditional independence via empirical likelihood
• Gradient-based structural change detection for nonstationary time series M-estimation
• Testing for structural change in time-varying nonparametric regression models
• Sieve instrumental variable quantile regression estimation of functional coefficient models
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
• Testing structural change in time-series nonparametric regression models
• Estimation of change-points in linear and nonlinear time series models
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Testing for strict stationarity via the discrete Fourier transform
• A note on the structural change test in highly parameterized psychometric models

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