Modeling and testing smooth structural changes with endogenous regressors-Reference-Cited by-同舟云学术

Modeling and testing smooth structural changes with endogenous regressors

Published:2015-03 Issue:1 Volume:185 Page:196-215
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Chen Bin

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference40 articles.

1. Testing conditional factor models;Ang;J. Financ. Econ.,2012

2. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998

4. Cai, Z., Chen, R., 2005. Nonlinear seasonal time series models, In: Fomby, T., Terrell, D. (Eds.), Advances in Econometrics Volume Honoring Engle and Granger, Volume B.

5. Functional coefficient instrumental variables models;Cai;J. Econometrics,2006

Cited by 27 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Does diversified environmental regulation effect the foreign direct investment inflows and technological innovation? A three‐stage least square approach;Growth and Change;2024-03-05

2. Time-varying forecast combination for high-dimensional data;Journal of Econometrics;2023-12

3. Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors;Econometrics and Statistics;2023-06

4. Testing and Modelling for the Structural Change in Covariance Matrix Time Series With Multiplicative Form;Statistica Sinica;2023

5. Mean Group Instrumental Variable Estimation of Time-varying Large Heterogeneous Panels With Endogenous Regressors;SSRN Electronic Journal;2023