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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 82 (1998) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006790191
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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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Structural change tests for simulated method of moments
Ghysels, Eric; Guay, Alain - In: Journal of econometrics 115 (2003) 1, pp. 91-123
Persistent link: https://www.econbiz.de/10001758137
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Structural change tests for simulated method of moments
Ghysels, Eric; Guay, Alain - In: Journal of econometrics 115 (2003) 1, pp. 91-124
Persistent link: https://www.econbiz.de/10006762903
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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Estimation and inference in unstable nonlinear least squares models
Boldea, Otilia; Hall, Alastair R. - In: Journal of econometrics 172 (2013) 1, pp. 158-167
Persistent link: https://www.econbiz.de/10009702292
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Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - In: Journal of econometrics 170 (2012) 2, pp. 281-302
Persistent link: https://www.econbiz.de/10009685918
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - In: Journal of econometrics 170 (2012) 2, pp. 499-518
Persistent link: https://www.econbiz.de/10009686765