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Testing for structural change in the presence auf auxiliary models

Ghysels, Eric; Guay, Alain - In: Econometric theory 20 (2004) 6, pp. 1168-1202

Persistent link: https://www.econbiz.de/10002424914

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

Predictive tests for structural change with unknown breakpoint

Ghysels, Eric; Guay, Alain; Hall, Alastair R. - 1995

Persistent link: https://www.econbiz.de/10001512516

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

Structural change tests for simulated method of moments

Ghysels, Eric; Guay, Alain - 1998

Persistent link: https://www.econbiz.de/10000995783

Corrigendum to "Predictive tests for structural change with unknown breakpoint" (J. Econom. 82 (1997) 209-233)

Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 90 (1999) 2, pp. 337

Persistent link: https://www.econbiz.de/10006786370

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

TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS

Ghysels, Eric; Guay, Alain - In: Econometric theory 20 (2004) 6, pp. 1168-1202

Persistent link: https://www.econbiz.de/10006962804

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

Structural Change Tests for Simulated Method of Moments

Guay, Alain; Ghysels, Eric - 2012

Simulation-based estimation methods have become more widely used in recent years. We propose a set of tests for structural change in models estimates via Simulated Method of Moments (see Duffie and Singleton (1993)). These tests extend the recent work of Andrews (1993) and Sowell (1996a, b)...

Persistent link: https://www.econbiz.de/10014026123