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TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
Inoue, Atsushi - In: Econometric Theory 17 (2001) 01, pp. 156-187
Persistent link: https://www.econbiz.de/10005610508
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A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
Inoue, Atsushi; Solon, Gary - In: Econometric Theory 22 (2006) 05, pp. 835-851
Persistent link: https://www.econbiz.de/10005411722
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
Inoue, Atsushi; Kilian, Lutz - In: Econometric Theory 19 (2003) 06, pp. 944-961
Persistent link: https://www.econbiz.de/10005104522
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P.M. - In: Econometric Theory 19 (2003) 06, pp. 962-983
Persistent link: https://www.econbiz.de/10005104662
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OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
Rossi, Barbara - In: Econometric Theory 21 (2005) 05, pp. 962-990
Persistent link: https://www.econbiz.de/10005250071