Inference regarding multiple structural changes in linear models with endogenous regressors
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Cites work
- scientific article; zbMATH DE number 3980231 (Why is no real title available?)
- scientific article; zbMATH DE number 4067100 (Why is no real title available?)
- scientific article; zbMATH DE number 5198649 (Why is no real title available?)
- scientific article; zbMATH DE number 2188315 (Why is no real title available?)
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
- A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
- Critical values for multiple structural change tests
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimating restricted structural change models
- GMM with Many Moment Conditions
- Generic consistency of the break-point estimators under specification errors in a multiple-break model
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
- Inference in Nonlinear Econometric Models with Structural Change
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
- Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
- Testing for structural change in conditional models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
Cited in
(30)- Threshold regression with endogeneity
- Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
- Testing for common breaks in a multiple equations system
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- Bootstrapping structural change tests
- Climate change and the US wheat commodity market
- The European growth synchronization through crises and structural changes
- Structural threshold regression
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
- A model-free consistent test for structural change in regression possibly with endogeneity
- Time-varying instrumental variable estimation
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
- Modeling and testing smooth structural changes with endogenous regressors
- Efficient estimation with time-varying information and the New Keynesian Phillips curve
- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
- Approximate p-values of certain tests involving hypotheses about multiple breaks
- Multi-Threshold Structural Equation Model
- Behavioral Heterogeneity in U.S. Inflation Dynamics
- Pre and post break parameter inference
- Bootstrap test for a structural break under possible heteroscedasticity
- Adaptive estimation of the threshold point in threshold regression
- Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
- Estimation and testing of kink regression model with endogenous regressors
- The asymptotic behaviour of the residual sum of squares in models with multiple break points
- Structural change estimation in time series regressions with endogenous variables
- Asymptotic distribution theory for break point estimators in models estimated via 2SLS
- Estimation of Sparse Structural Parameters with Many Endogenous Variables
- Estimation and inference in unstable nonlinear least squares models
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