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Optimal changepoint tests for normal linear regression

Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992

Persistent link: https://www.econbiz.de/10000835912

Estimation and testing

Andrews, Donald W. K. - 1988 - Rev.

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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation

Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003

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Dynamic panel estimation and homogeneity testing under cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - 2002

Persistent link: https://www.econbiz.de/10001671870

Weak identification of long memory with implications for inference

Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022

Persistent link: https://www.econbiz.de/10013326614

Nonlinear cointegrating regression under weak identification

Shi, Xiaoxia; Phillips, Peter C. B. - 2010

Persistent link: https://www.econbiz.de/10008656750

Sieve inference on semi-nonparametric time series models

Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao - 2012

Persistent link: https://www.econbiz.de/10009501898

Specification tests for nonlinear dynamic models

Kheifets, Igor - 2014

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Testing linearity using power transforms of regressors

Baek, Yaein; Cho, Jin Seo; Phillips, Peter C. B. - 2013

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A simple test for identification in GMM under conditional moment restrictions

Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - 2011

This paper proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is based on the Hausdorff distance between an estimator that is consistent even under global identification...

Persistent link: https://www.econbiz.de/10008934003