-
1
-
-
0001162133
-
Tests for parameter instability and structural change with unknown change point
-
Andrews, D.W.K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61, 821-856.
-
(1993)
Econometrica
, vol.61
, pp. 821-856
-
-
Andrews, D.W.K.1
-
2
-
-
0003021285
-
Optimal changepoint tests for normal linear regression
-
Andrews, D.W.K., Lee, I. and Ploberger, W. (1996). Optimal changepoint tests for normal linear regression. Econometrica, 70, 9-38.
-
(1996)
Econometrica
, vol.70
, pp. 9-38
-
-
Andrews, D.W.K.1
Lee, I.2
Ploberger, W.3
-
3
-
-
0000209591
-
Optimal tests when a nuisance parameter is present only under the alternative
-
Andrews, D.W.K. and Ploberger, W. (1994). Optimal tests when a nuisance parameter is present only under the alternative. Econometrica, 62, 1383-1414.
-
(1994)
Econometrica
, vol.62
, pp. 1383-1414
-
-
Andrews, D.W.K.1
Ploberger, W.2
-
4
-
-
0033440185
-
The size distortion of bootstrap tests
-
Davidson, R. and MacKinnon, J.G. (1999). The size distortion of bootstrap tests. Econometric Theory, 15, 361-376.
-
(1999)
Econometric Theory
, vol.15
, pp. 361-376
-
-
Davidson, R.1
MacKinnon, J.G.2
-
6
-
-
33344457100
-
Improving the reliability of bootstrap tests
-
Queen's University Institute for Economic Research
-
Davidson, R. and MacKinnon, J.G. (2000b). Improving the reliability of bootstrap tests. Discussion Paper 995, Queen's University Institute for Economic Research.
-
(2000)
Discussion Paper
, vol.995
-
-
Davidson, R.1
MacKinnon, J.G.2
-
8
-
-
2142803128
-
Fast double bootstrap tests of nonnested linear regression models
-
Davidson, R. and MacKinnon, J.G. (2002b). Fast double bootstrap tests of nonnested linear regression models. Econometric Reviews, 21, 417-427.
-
(2002)
Econometric Reviews
, vol.21
, pp. 417-427
-
-
Davidson, R.1
MacKinnon, J.G.2
-
9
-
-
0001558661
-
Testing for structural stability with endogenous breakpoint: A size comparison of analytic and bootstrap procedures
-
Diebold, F.X. and Chen, C. (1996). Testing for structural stability with endogenous breakpoint: A size comparison of analytic and bootstrap procedures. Journal of Econometrics, 70, 221-241.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 221-241
-
-
Diebold, F.X.1
Chen, C.2
-
11
-
-
0001881458
-
Testing for structural change in conditional models
-
Hansen, B.E. (2000). Testing for structural change in conditional models. Journal of Econometrics, 97, 93-115.
-
(2000)
Journal of Econometrics
, vol.97
, pp. 93-115
-
-
Hansen, B.E.1
-
12
-
-
0001070399
-
Bootstrap-based critical values for the im test
-
Horowitz, J.L. (1994). Bootstrap-based critical values for the IM test. Journal of Econometrics, 61, 395-411.
-
(1994)
Journal of Econometrics
, vol.61
, pp. 395-411
-
-
Horowitz, J.L.1
-
13
-
-
0141727439
-
Empirically relevant critical values for hypothesis tests: A bootstrap approach
-
Horowitz, J.L. and Savin, N.E. (2000). Empirically relevant critical values for hypothesis tests: A bootstrap approach. Journal of Econometrics, 95, 375-389.
-
(2000)
Journal of Econometrics
, vol.95
, pp. 375-389
-
-
Horowitz, J.L.1
Savin, N.E.2
-
14
-
-
0037410367
-
A robust bootstrap test under heteroskedasticity
-
Lamarche, J.-F. (2003). A robust bootstrap test under heteroskedasticity. Economics Letters, 79, 353-359.
-
(2003)
Economics Letters
, vol.79
, pp. 353-359
-
-
Lamarche, J.-F.1
-
15
-
-
0030525412
-
The level and power of the bootstrap t test in the AR(1) model with trend
-
Nankervis, J.C. and Savin, N.E. (1992). The level and power of the bootstrap t test in the AR(1) model with trend. Journal of Business and Economic Statistics, 14, 161-168.
-
(1992)
Journal of Business and Economic Statistics
, vol.14
, pp. 161-168
-
-
Nankervis, J.C.1
Savin, N.E.2
|