Inference regarding multiple structural changes in linear models with endogenous regressors
type: Item
instance of: scholarly article
title: Inference regarding multiple structural changes in linear models with endogenous regressors
zbMATH Open document ID: 1443.62455
author: Alastair Hall
author: Sanggohn Han
author: Otilia Boldea
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: S0304407612001182
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714759
zbMATH Keywords: structural change
zbMATH Keywords: multiple break points
zbMATH Keywords: instrumental variables estimation
Wikidata QID: Q41858862
MaRDI profile type: Publication
OpenAlex ID: W2037558095
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point
cites work: Inference in Nonlinear Econometric Models with Structural Change
cites work: LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
cites work: Generic consistency of the break-point estimators under specification errors in a multiple-break model
cites work: Estimating and Testing Linear Models with Multiple Structural Changes
cites work: Critical values for multiple structural change tests
cites work: Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
cites work: INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
cites work: A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
cites work: A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
cites work: Q5461413
cites work: COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
cites work: GMM with Many Moment Conditions
cites work: Testing for structural change in conditional models
cites work: Q3745052
cites work: Q3800193
cites work: Estimating restricted structural change models
cites work: Estimating and Testing Structural Changes in Multivariate Regressions
cites work: Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
cites work: Q5309188
cites work: Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
DOI: 10.1016/J.JECONOM.2012.05.006
description: scientific article; zbMATH DE number 6714759