The following pages link to End-of-Sample Instability Tests (Q5473001):
Displaying 29 items.
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- The Hausman test and weak instruments (Q737285) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Generalized inverses and asymptotic properties of Wald tests (Q900005) (← links)
- Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← links)
- F-test for seasonal differencing with a break-point (Q1378766) (← links)
- Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Assessing the causal effect of binary interventions from observational panel data with few treated units (Q2292398) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Testing for structural stability in the whole sample (Q2440388) (← links)
- Forecasting volatility in the presence of model instability (Q2810422) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
- IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE (Q3580632) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods (Q5146053) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Tests for an end-of-sample bubble in financial time series (Q5864642) (← links)
- Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (Q5881967) (← links)
- Testing for explosive bubbles: a review (Q6160719) (← links)
- A New Class of Change Point Test Statistics of Rényi Type (Q6626332) (← links)
- A method of moments approach to asymptotically unbiased synthetic controls (Q6664626) (← links)
