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  • Search: subject:"parameter variations"
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Year of publication
Subject
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parameter variations 5 structural change 5 instrument variables 3 Bahadur efficiency 2 Parameter variations 2 hypothesis testing 2 local asymptotics 2 Design principles 1 Estimation theory 1 Hypothesis testing 1 Innovization 1 Knowledge discovery 1 Local asymptotics 1 Multi-objective optimization 1 Phillips Curve 1 Preferred solutions 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Structural break 1 Structural change 1 Strukturbruch 1 Strukturwandel 1 two-stage least-squares 1
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Online availability
All
Undetermined 2 Free 1
Type of publication
All
Book / Working Paper 5 Article 2
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 6 English 1
Author
All
Perron, Pierre 6 Yamamoto, Yohei 6 Bandaru, Sunith 1 Deb, Kalyanmoy 1
Institution
All
Department of Economics, Boston University 4 Institute of Economic Research, Hitotsubashi University 1
Published in...
All
Boston University - Department of Economics - Working Papers Series 4 Econometric reviews 1 Global COE Hi-Stat Discussion Paper Series 1 Journal of Global Optimization 1
Source
All
RePEc 6 ECONIS (ZBW) 1
Showing 1 - 7 of 7
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On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
Perron, Pierre; Yamamoto, Yohei - Institute of Economic Research, Hitotsubashi University - 2012
Elliott and Müller (2006) considered the problem of testing for general types of parameter variations, including …
Persistent link: https://www.econbiz.de/10011144003
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On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre; Yamamoto, Yohei - In: Econometric reviews 35 (2016) 5/7, pp. 782-844
Persistent link: https://www.econbiz.de/10011589912
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Higher and lower-level knowledge discovery from Pareto-optimal sets
Bandaru, Sunith; Deb, Kalyanmoy - In: Journal of Global Optimization 57 (2013) 2, pp. 281-298
Innovization (innovation through optimization) is a relatively new concept in the field of multi-objective engineering design optimization. It involves the use of Pareto-optimal solutions of a problem to unveil hidden mathematical relationships between variables, objectives and constraint...
Persistent link: https://www.econbiz.de/10010845792
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Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors
Perron, Pierre; Yamamoto, Yohei - Department of Economics, Boston University - 2011
We consider the problem of estimating and testing for multiple breaks in a single equation framework with regressors that are endogenous, i.e., correlated with the errors. We show that even in the presence of endogenous regressors, it is still preferable to simply estimate the break dates and...
Persistent link: https://www.econbiz.de/10010779525
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A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS
Perron, Pierre; Yamamoto, Yohei - Department of Economics, Boston University - 2011
This note provides a simple proof for the problem of estimating and testing for multiple breaks in a single equation framework with regressors that are endogenous, i.e., correlated with the errors. We show based on standard assumptions about the regressors, instruments and errors that the second...
Persistent link: https://www.econbiz.de/10010779526
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Cover Image
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors
Perron, Pierre; Yamamoto, Yohei - Department of Economics, Boston University - 2008
We consider the problem of estimating and testing for multiple breaks in a single equation framework with regressors that are endogenous, i.e., correlated with the errors. First, we show based on standard assumptions about the regressors, instruments and errors that the second stage regression...
Persistent link: https://www.econbiz.de/10004991589
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Cover Image
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
Perron, Pierre; Yamamoto, Yohei - Department of Economics, Boston University - 2008
Elliott and Müller (2006) considered the problem of testing for general types of parameter variations, including …
Persistent link: https://www.econbiz.de/10004991592
Saved in:
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