Inference regarding multiple structural changes in linear models with endogenous regressors
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Publication:528045
DOI10.1016/J.JECONOM.2012.05.006zbMATH Open1443.62455OpenAlexW2037558095WikidataQ41858862 ScholiaQ41858862MaRDI QIDQ528045FDOQ528045
Alastair Hall, Otilia Boldea, Sanggohn Han
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001182
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Cites Work
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Cited In (30)
- Testing for common breaks in a multiple equations system
- Inconsistency of 2SLS estimators in threshold regression with endogeneity
- Climate change and the US wheat commodity market
- Detecting at‐Most‐m Changes in Linear Regression Models
- Bootstrapping structural change tests
- 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
- Multi-Threshold Structural Equation Model
- Approximate p-values of certain tests involving hypotheses about multiple breaks
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
- Behavioral Heterogeneity in U.S. Inflation Dynamics
- Pre and post break parameter inference
- Bootstrap test for a structural break under possible heteroscedasticity
- Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
- Adaptive estimation of the threshold point in threshold regression
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- Estimation and testing of kink regression model with endogenous regressors
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
- 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
- Estimation of Sparse Structural Parameters with Many Endogenous Variables
- Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
- Estimation and inference in unstable nonlinear least squares models
- Threshold regression with endogeneity
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