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Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 177 (2013) 2, pp. 199-212
Persistent link: https://www.econbiz.de/10010254876
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Robust GMM tests for structural breaks
Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1/2, pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
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Testing for structural change in regression with long memory processes
Lazarová, Stěpána - In: Journal of econometrics 129 (2005) 1/2, pp. 329-372
Persistent link: https://www.econbiz.de/10003172800
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A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao; Hong, Yongmiao - In: Journal of econometrics 211 (2019) 1, pp. 206-242
Persistent link: https://www.econbiz.de/10012303616
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Bootstrapping structural change tests
Boldea, Otilia; Cornea-Madeira, Adriana; Hall, Alastair R. - In: Journal of econometrics 213 (2019) 2, pp. 359-397
Persistent link: https://www.econbiz.de/10012304561
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Testing for parameter instability in predictive regression models
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 204 (2018) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe; Taylor, Robert - In: Journal of econometrics 147 (2008) 1, pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
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Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 146 (2008) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10003778224