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Volumn 16, Issue 6, 2000, Pages 835-854

Monitoring structural changes with the generalized fluctuation test

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Indexed keywords


EID: 0034362971     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466600166022     Document Type: Article
Times cited : (100)

References (15)
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    • Optimal tests when a nuisance parameter is present only under the alternative
    • Andrews, D.W.K. & W. Ploberger (1994) Optimal tests when a nuisance parameter is present only under the alternative. Econometrica 62, 1383-1414.
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  • 3
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    • Least absolute deviation estimation of a shift
    • Bai, J. (1995) Least absolute deviation estimation of a shift. Econometric Theory 11, 403-436.
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    • Bai, J.1
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    • Testing for parameter constancy in linear regressions: An empirical distribution function approach
    • Bai, J. (1996) Testing for parameter constancy in linear regressions: An empirical distribution function approach. Econometrica 64, 597-622.
    • (1996) Econometrica , vol.64 , pp. 597-622
    • Bai, J.1
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    • 0346906789 scopus 로고    scopus 로고
    • Estimating and testing linear models with multiple structural changes
    • Bai, J. & P. Perron (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66, 47-78.
    • (1998) Econometrica , vol.66 , pp. 47-78
    • Bai, J.1    Perron, P.2
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    • MOSUM tests for parameter constancy
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    • Chu, C.-S.J.1    Hornik, K.2    Kuan, C.-M.3
  • 9
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    • The moving-estimates test for parameter stability
    • Chu, C.-S.J., K. Hornik, & C.-M. Kuan (1995b) The moving-estimates test for parameter stability. Econometric Theory 11, 699-720.
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    • Chu, C.-S.J.1    Hornik, K.2    Kuan, C.-M.3
  • 11
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    • Weak laws for the increments of Wiener processes, Brownian bridges, empirical processes and partial sums of iid random variables
    • Deheuvels, P. & P. Révész (1987) Weak laws for the increments of Wiener processes, Brownian bridges, empirical processes and partial sums of iid random variables. Mathematical Statistics and Probability Theory A, 69-88.
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  • 14
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    • Testing for structural change in dynamic models
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    • Krämer, W.1    Ploberger, W.2    Alt, R.3
  • 15
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    • Tests for changes in models with a polynomial trend
    • Kuan, C.-M. (1998) Tests for changes in models with a polynomial trend. Journal of Econometrics 84, 75-91.
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    • Kuan, C.-M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.