Two further aspects of some new tests for structural stability

Author:

Sen Amit,Hall Alastair

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference11 articles.

1. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

2. Inference in econometric models with structural change;Andrews;Rev. Econ. Stud.,1988

3. Optimal tests when a nuisance parameter is present only under the alternative;Andrews;Econometrica,1994

4. Ghysels, E. and Guay, A., 1998. Structural Change Tests for Simulated Method of Moments, Mimeo, Department of Economics, Pennsylvania State University, State College, PA.

5. A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator;Ghysels;Int. Econ. Rev.,1990

Cited by 2 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. Testing for distributional structural change with unknown breaks: application to pricing crop insurance contracts;Journal of the Royal Statistical Society Series C: Applied Statistics;2024-05-16

2. NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY;Econometric Theory;2012-05-21

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