Pages that link to "Item:Q4895057"
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The following pages link to Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework (Q4895057):
Displaying 29 items.
- Synchronization of cycles (Q291626) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- GMM tests for the Katz family of distributions (Q1869069) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- Optimal Predictive Tests (Q4434415) (← links)
- COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
- Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
- Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (Q5314884) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- LONG MEMORY AND SAMPLING FREQUENCIES: EVIDENCE IN STOCK INDEX FUTURES MARKETS (Q5487842) (← links)
- LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES (Q5696886) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
