Nonparametric tests of moment condition stability
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Publication:4917232
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Cites work
- A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
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- NONPARAMETRIC SIGNIFICANCE TESTING
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- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Predictive tests for structural change with unknown breakpoint
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- Testing for distributional change in time series
- Testing for structural change in conditional models
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- Tests for changes in models with a polynomial trend
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Cited in
(15)- Testing for Trend Specifications in Panel Data Models
- Modeling and testing smooth structural changes with endogenous regressors
- Model check by kernel methods under weak moment conditions.
- scientific article; zbMATH DE number 4176306 (Why is no real title available?)
- A test for changing trends with monotonic power
- A new nonparametric stability test with an application to major Chinese macroeconomic time series
- Testing for structural changes in linear regressions with time-varying variance
- End-of-Sample Instability Tests
- Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Detecting structural changes under nonstationary volatility
- Testing for structural instability in moment restriction models: an info-metric approach
- Estimating and testing for smooth structural changes in moment condition models
- A consistent nonparametric test for the structure change in quantile regression
- Nonparametric testing for smooth structural changes in panel data models
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