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Structural change tests for simulated method of moments

Ghysels, Eric; Guay, Alain - 1998

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

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 - In: Journal of econometrics 115 (2003) 1, pp. 91-123

Persistent link: https://www.econbiz.de/10001758137

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

Predictive tests for structural change with unknown breakpoint

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

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

Structural Change Tests for Simulated Method of Moments

Ghysels, Eric; Guay, Alain - Centre de Recherche en Économie et Statistique … - 1998

Persistent link: https://www.econbiz.de/10005823103

TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS

Ghysels, Eric; Guay, Alain - In: Econometric Theory 20 (2004) 06, pp. 1168-1202

Persistent link: https://www.econbiz.de/10005610363

Testing for Structural Change in the Presence of Auxiliary Models

Ghysels, Eric; Guay, Alain - Centre de Recherche sur l'Emploi et les Fluctuations … - 2001

Several estimation procedures such as the Efficient Method of Moments (EMM) of Gallant and Tauchen (1996) and Indirect Inference procedure of Gouriéroux, Monfort and Renault (1993) involve two models, an auxiliary one and a model of interest. The role played by both models poses challenges and...

Persistent link: https://www.econbiz.de/10005611931

Predictive tests for structural change with unknown breakpoint

Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of Econometrics 82 (1998) 2, pp. 209-233

Persistent link: https://www.econbiz.de/10005228945

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/10005192824