Testing structural change in partially linear models

DOI10.1017/S0266466609990788MaRDI QIDQ2995421zbMATH OpenOpenAlexFDO

Authors Liangjun Su, Halbert White

Publication date 21 April 2011

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466609990788

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Testing structural change in time-series nonparametric regression models
• Non‐parametric detection and estimation of structural change
• Testing for change points in partially linear models
• Testing for smooth structural changes in time series models via nonparametric regression
• Tests for Parameter Instability and Structural Change With Unknown Change Point

Cites work

• A functional central limit theorem for strongly mixing sequences of random variables
• A note on the optimality of generalized cross-validation bandwidth selection in partially linear models with kernel smoothing estimator
• A test for a change in a parameter occurring at an unknown point
• Bootstrapping general empirical measures
• Consistent Nonparametric Entropy-Based Testing
• Convergence of stochastic processes
• External bootstrap tests for parameter stability.
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Nonparametric inference on structural breaks
• Nonparametric statistics for stochastic processes
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• PARTIALLY LINEAR MODELS WITH UNIT ROOTS
• Root-n-consistent estimation of partially linear time series models
• Root-N-Consistent Semiparametric Regression
• Sample Splitting and Threshold Estimation
• Second Order Approximation in the Partially Linear Regression Model
• SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
• Testing for cointegration using partially linear models
• Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
• Testing for structural change in conditional models
• Testing for Structural Change in Dynamic Models
• Testing structural change in time-series nonparametric regression models
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
• The generalized fluctuation test: A unifying view
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

Cited in

(22)

• Testing structural change in partially linear single-index models with error-prone linear covariates
• Gradient-based structural change detection for nonstationary time series M-estimation
• A model-free consistent test for structural change in regression possibly with endogeneity
• A note on the structural change test in highly parameterized psychometric models
• Consistent nonparametric change point detection combining CUSUM and marked empirical processes
• Bootstrapping structural change tests
• Testing conditional independence via empirical likelihood
• Robustness checks and robustness tests in applied economics
• Testing for change points in partially linear models
• Estimation of change-points in linear and nonlinear time series models
• Shrinkage estimation of regression models with multiple structural changes
• A flexible nonparametric test for conditional independence
• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
• Testing for structural change in time-varying nonparametric regression models
• A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Testing for strict stationarity via the discrete Fourier transform
• Testing structural change in time-series nonparametric regression models
• Performance of empirical risk minimization for linear regression with dependent data
• Consistent nonparametric test for structural change in time series models via Cusum and Fourier transform
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
• Sieve instrumental variable quantile regression estimation of functional coefficient models

This page was built for publication: Testing structural change in partially linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2995421)