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Structural change tests based on implied probabilities for gel criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric theory 28 (2012) 6, pp. 1186-1228
Persistent link: https://www.econbiz.de/10009743176
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A data-driven nonparametric specification test for dynamic regression models
Guay, Alain; Guerre, Emmanuel - In: Econometric theory 22 (2006) 4, pp. 543-586
Persistent link: https://www.econbiz.de/10003351859
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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
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A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
Guay, Alain; Guerre, Emmanuel - In: Econometric theory 22 (2006) 4, pp. 543-586
Persistent link: https://www.econbiz.de/10007268469
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STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
Guay, Alain; Lamarche, Jean-François - In: Econometric theory 28 (2012) 6, pp. 1186-1229
Persistent link: https://www.econbiz.de/10010041903
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TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
Ghysels, Eric; Guay, Alain - In: Econometric theory 20 (2004) 6, pp. 1168-1202
Persistent link: https://www.econbiz.de/10006962804