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Monitoring structural change
Chu, Chia-shang James - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1045-1065
Persistent link: https://www.econbiz.de/10001206926
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A direct test for changing trend
Chu, Chia-shang James - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 289-299
Persistent link: https://www.econbiz.de/10001126536
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Consistent specification testing with unidentified nuisance parameters using duality and Banach space limit theory
Stinchcombe, Maxwell B.; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000862844
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Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B. - In: Econometric theory 14 (1998) 3, pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
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Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James - In: Econometric reviews 16 (1997) 3, pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
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Significance test in nonstationary multinomial logit model
Chu, Chia-shang James; Liu, Nan; Zhang, Lina - In: Economics letters 143 (2016), pp. 94-98
Persistent link: https://www.econbiz.de/10011616942
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Consistent specification testing via nonparametric series regression
Hong, Yongmiao; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892194
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Testing for monotonicity in unobservables under unconfoundedness
Hoderlein, Stefan; Su, Liangjun; White, Halbert; Yang, … - 2015
Persistent link: https://www.econbiz.de/10011508623
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Consistent specification testing via nonparametric series regression
Hong, Yongmiao - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1133-1159
Persistent link: https://www.econbiz.de/10001190381
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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E. - In: Econometric theory 9 (1993) 4, pp. 633-648
Persistent link: https://www.econbiz.de/10001156712