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A fluctuation test for constant Spearman’s rho
Wied, Dominik; Dehling, Herold; Kampen, Maarten van; … - 2011
Persistent link: https://www.econbiz.de/10009155239
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A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias; Wied, Dominik; Ziggel, Daniel - 2013
Persistent link: https://www.econbiz.de/10009776171
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A fluctuation test for constant correlation
Wied, Dominik; Arnold, Matthias - 2009
Persistent link: https://www.econbiz.de/10008811389
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A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in develop...
Almasri, A.; Månsson, K.; Sjölander, Pär; Shukur, Ghazi - In: Applied economics 49 (2017) 21, pp. 2096-2105
Persistent link: https://www.econbiz.de/10011817115
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Theory and practice of testing for a single structural break in Stata
Majune, Socrates Kraido - 2018
The major objective of this paper is to demonstrate, theoretically and empirically, the test of a single structural break/change. Failure to address a structural break can lead to forecasting errors and the general unreliability of a model. Three approaches of testing for structural change are...
Persistent link: https://www.econbiz.de/10011774223
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Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias; Wied, Dominik - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
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A sequential testing procedure for outliers and structural change
McAleer, Michael; Tse, Y. K. - 1988
Persistent link: https://www.econbiz.de/10000009169
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Optimal test for parameter instability when the unstable process and the error distribution are unknown
Lee, Dong Jin - 2008
Persistent link: https://www.econbiz.de/10003866760
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Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
Caner, Mehmet - In: Journal of econometrics 137 (2007) 1, pp. 28-67
Persistent link: https://www.econbiz.de/10003425500
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Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - 2009
Persistent link: https://www.econbiz.de/10003935269