Author:
Andrews Isaiah,Kitagawa Toru,McCloskey Adam
Funder
European Research Council
National Science Foundation
Economic and Social Research Council
Subject
Applied Mathematics,Economics and Econometrics
Reference27 articles.
1. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993
2. Generic results for establishing the asymptotic size of confidence sets and tests;Andrews;J. Econometrics,2018
3. Andrews, I., Kitagawa, T., McCloskey, A., 2019. Inference on winners. Unpublished manuscript.
4. Estimation of a change point in multiple regression models;Bai;Rev. Econ. Stat.,1997
5. Estimating and testing linear models with multiple structural changes;Bai;Econometrica,1998
Cited by
4 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