External bootstrap tests for parameter stability.

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Testing the adequacy of semiparametric transformation models ⋮ TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS ⋮ Validation tests for semi-parametric models

Cites Work

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Large Sample Properties of Generalized Method of Moments Estimators
The use of subseries values for estimating the variance of a general statistic from a stationary sequence
Convergence of stochastic empirical measures
Bootstrap procedures under some non-i.i.d. models
A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
A maximal inequality and dependent strong laws
On the invariance principle for nonstationary mixingales
Subsampling
Predictive tests for structural change with unknown breakpoint
Testing for structural change in conditional models
Jackknife, bootstrap and other resampling methods in regression analysis
The jackknife and the bootstrap for general stationary observations
Significance testing in nonparametric regression based on the bootstrap.
The Bierens test under data dependence
Tests for Parameter Instability and Structural Change With Unknown Change Point
Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models
Testing for the Constancy of Parameters Over Time
Bootstrap Approximations in Model Checks for Regression
The Cusum Test with Ols Residuals
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Nonlinear Regressions with Integrated Time Series
Invariance principles for dependent variables
The generalized fluctuation test: A unifying view
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
Convergence of Distributions Generated by Stationary Stochastic Processes
Martingale Central Limit Theorems
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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