Pages that link to "Item:Q4733273"

The following pages link to Inference in Nonlinear Econometric Models with Structural Change (Q4733273):

Displaying 35 items.

• Robust GMM tests for structural breaks (Q265111) (← 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)
• Indirect inference in structural econometric models (Q530980) (← links)
• Technology shocks, capital utilization and sticky prices (Q603001) (← links)
• Changes in seasonal patterns (Q671898) (← links)
• Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
• A method for taking models to the data (Q951526) (← links)
• Electoral uncertainty, fiscal policy and macroeconomic fluctuations (Q1017023) (← links)
• Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
• Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
• On the equivalence of pooled and mixed estimation (Q1360294) (← links)
• Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
• Bayesian model comparison in generalized linear models across multiple groups. (Q1603900) (← links)
• Inferring monetary policy objectives with a partially observed state (Q1624044) (← links)
• The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
• Structural change and unit roots (Q1909372) (← links)
• Detecting time-changes in \(PM_{10}\) during covid pandemic by means of an Ornstein Uhlenbeck type process (Q1980127) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
• Labor and investment frictions in a real business cycle model (Q2654400) (← links)
• On testing for a change-point in variance of normal distribution. (Q2701876) (← links)
• Dynamic probit models and financial variables in recession forecasting (Q3065505) (← links)
• Calibration as estimation (Q3350612) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
• CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS (Q4562551) (← 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)
• TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
• Alternative Tests for Parameter Stability (Q5481624) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)