Research graph
References from Testing for structural change in conditional models. Local targets link to admitted publications; unresolved targets remain external evidence.
Tests for parameter instability and structural change with unknown change point
10.2307/2951764 · 1993 · External reference
Optimal tests when a nuisance parameter is present only under the alternative
10.2307/2951753 · 1994 · External reference
Bootstrapping unstable first-order autoregressive processes
10.1214/aos/1176348142 · 1991 · External reference
Unresolved reference
1968 · External reference
Edgeworth correction by bootstrap in autoregressions
10.1214/aos/1176351063 · 1988 · External reference
The use of subseries methods for estimating the variance of a general statistic from a stationary time series
10.1214/aos/1176350057 · 1986 · External reference
Unresolved reference
1994 · External reference
Exact tests for structural change in first-order dynamic models
10.1016/0304-4076(94)01683-6 · 1996 · External reference
Modified randomization tests for nonparametric hypotheses
10.1214/aoms/1177707045 · 1957 · External reference
Bootstrap methods: another look at the jackknife
10.1214/aos/1176344552 · 1979 · External reference
Testing superexogeneity and invariance in regression models
10.1016/0304-4076(93)90103-c · 1993 · External reference
Exogeneity
10.2307/1911990 · 1983 · External reference
Bootstrapping general empirical measures
10.1214/aop/1176990862 · 1990 · External reference
Methodology and theory for the bootstrap.
10.1016/s1573-4412(05)80008-x · 1994 · External reference
Unresolved reference
1980 · External reference
Convergence to stochastic integrals for dependent heterogeneous processes
10.1017/s0266466600013189 · 1992 · External reference
Inference when a nuisance parameter is not identified under the null hypothesis
10.2307/2171789 · 1996 · External reference
Unresolved reference
External reference
The encompassing implications of feedback versus feedforward mechanisms in econometrics
10.1093/oxfordjournals.oep.a041841 · 1988 · External reference
The jackknife and the bootstrap for general stationary observations
10.1214/aos/1176347265 · 1989 · External reference
Testing the Constancy of Parameters Over Time
10.2307/2289867 · 1989 · External reference
Estimating long run economic equilibria
10.2307/2298004 · 1991 · External reference
A trend-resistant test for structural change based on OLS residuals
10.1016/0304-4076(94)01688-7 · 1996 · External reference
Tests of the hypothesis that a linear regression obeys two separate regimes
10.2307/2281745 · 1960 · External reference
Asymptotically efficient estimation of cointegration regressions
10.1017/s0266466600004217 · 1991 · External reference
A simple estimator of cointegrating vectors in higher order integrated systems
10.2307/2951763 · 1993 · External reference
Evidence on structural instability in macroeconomic time series relations
10.2307/1392096 · 1996 · External reference
