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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 - In: Econometric theory 30 (2014) 2, pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
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A cross-sectional method for right-tailed panic tests under a moderately local to unity framework
Yamamoto, Yohei; Horie, Tetsushi - In: Econometric theory 39 (2023) 2, pp. 389-411
Persistent link: https://www.econbiz.de/10014306315