Generalized Predictive Tests and Structural Change Analysis in Econometrics
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Publication:4286520
DOI10.2307/2527098zbMATH Open0796.62105OpenAlexW3023889512MaRDI QIDQ4286520FDOQ4286520
Authors: Jean-Marie Dufour, Eric Ghysels, Alastair Hall 
Publication date: 27 March 1994
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2527098
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- Changes in seasonal patterns. Are they cyclical?
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
- Structural change tests for simulated method of moments.
- Short run and long run causality in time series: inference
- Are consumption-based intertemporal capital asset pricing models structural?
- Qualitative and asymptotic performance of SNP density estimators
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment
- Does modeling a structural break improve forecast accuracy?
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
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- Inference in Nonlinear Econometric Models with Structural Change
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
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