Testing structural change in partially linear models
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Publication:2995421
DOI10.1017/S0266466609990788zbMATH Open1230.62123OpenAlexW2099962892MaRDI QIDQ2995421FDOQ2995421
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
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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)
Cites Work
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Cited In (16)
- A model-free consistent test for structural change in regression possibly with endogeneity
- Robustness checks and robustness tests in applied economics
- Testing conditional independence via empirical likelihood
- A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
- Gradient-based structural change detection for nonstationary time series M-estimation
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
- 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
- Estimation of change-points in linear and nonlinear time series models
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- Testing for strict stationarity via the discrete Fourier transform
- A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
- A note on the structural change test in highly parameterized psychometric models
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