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Econometric Theory
Volumn 25, Issue 6, 2009, Pages 1498-1514
Averaging estimators for regressions with a possible structural break
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EID: 74049155450     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609990235     Document Type: Article
Times cited : (40)
References (6)
  • 1
    • 0001162133 scopus 로고
    • 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
    • 0037273294 scopus 로고    scopus 로고
    • Tests for parameter instability and structural change with unknown change point: A corrigendum
    • Andrews, D.W.K. (2003) Tests for parameter instability and structural change with unknown change point: A corrigendum. Econometrica 71, 395-397.
    • (2003) Econometrica , vol.71 , pp. 395-397
    • Andrews, D.W.K.1
  • 3
    • 0000209591 scopus 로고
    • Optimal tests when a nuisance parameter is present only under the alternative
    • Andrews, D.W.K. & 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
    • 0031325058 scopus 로고    scopus 로고
    • Estimation of a change point in multiple regression models
    • Bai, J. (1997) Estimation of a change point in multiple regression models. Review of Economics and Statistics 79, 674-679.
    • (1997) Review of Economics and Statistics , vol.79 , pp. 674-679
    • Bai, J.1
  • 5
    • 34250303142 scopus 로고    scopus 로고
    • Least squares model averaging
    • Hansen, B.E. (2007) Least squares model averaging. Econometrica 75, 1175-1189.
    • (2007) Econometrica , vol.75 , pp. 1175-1189
    • Hansen, B.E.1
  • 6
    • 84915425007 scopus 로고
    • Some comments on Cp
    • Mallows, C.L. (1973) Some comments on Cp. Technometrics, 15, 661-675.
    • (1973) Technometrics , vol.15 , pp. 661-675
    • Mallows, C.L.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.