Nonparametric tests of moment condition stability
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Publication:4917232
DOI10.1017/S0266466612000151zbMATH Open1316.62056MaRDI QIDQ4917232FDOQ4917232
Authors: Zhijie Xiao, Ted Juhl 
Publication date: 29 April 2013
Published in: Econometric Theory (Search for Journal in Brave)
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Cited In (13)
- Title not available (Why is that?)
- Testing for Trend Specifications in Panel Data Models
- Modeling and testing smooth structural changes with endogenous regressors
- End-of-Sample Instability Tests
- A consistent nonparametric test for the structure change in quantile regression
- Testing for structural changes in linear regressions with time-varying variance
- Nonparametric testing for smooth structural changes in panel data models
- Detecting structural changes under nonstationary volatility
- A test for changing trends with monotonic power
- Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1
- Model check by kernel methods under weak moment conditions.
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Estimating and testing for smooth structural changes in moment condition models
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