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Testing for Structural Stability and Predictive Failure: A Review

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  • Pesaran, M H
  • Smith, R P
  • Yeo, J S

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  • Pesaran, M H & Smith, R P & Yeo, J S, 1985. "Testing for Structural Stability and Predictive Failure: A Review," The Manchester School of Economic & Social Studies, University of Manchester, vol. 53(3), pages 280-295, September.
  • Handle: RePEc:bla:manch2:v:53:y:1985:i:3:p:280-95
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    Cited by:

    1. Franses, P.H. & McAleer, M., 1995. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Discussion Paper 1995-10, Tilburg University, Center for Economic Research.
    2. John Baffoe‐Bonnie, 2003. "Incidence and Duration of Unemployment Spells: Implications on the Wage Differentials of Part‐Time and Full‐Time Workers," Contemporary Economic Policy, Western Economic Association International, vol. 21(2), pages 227-242, April.
    3. Jevgenijs Steinbuks, 2012. "Interfuel Substitution and Energy Use in the U.K. Manufacturing Sector," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
    4. John Baffoe-Bonnie, 2009. "Black–White Wage Differentials in a Multiple Sample Selection Bias Model," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(1), pages 1-16, March.
    5. Hassink, W.H.J. & Ours, J.C. & Ridder, G., 1994. "The prevalence and role of internal labor markets : an empirical investigation," Serie Research Memoranda 0044, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    6. Godwin Nwaobi, 2001. "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics 0111004, University Library of Munich, Germany.
    7. Van Dalen, Hendrik P., 1995. "Intertemporal substitution in war and peace: Evidence from the United Kingdom, 1830-1990," Journal of Macroeconomics, Elsevier, vol. 17(3), pages 447-469.
    8. Rubin, Paul H. & Dezhbakhsh, Hashem, 2003. "The effect of concealed handgun laws on crime: beyond the dummy variables," International Review of Law and Economics, Elsevier, vol. 23(2), pages 199-216, June.
    9. John Baffoe-Bonnie, 2001. "The Impact of Income Taxation on the Labor Supply of Part-time and Full-time Workers," International Review of Applied Economics, Taylor & Francis Journals, vol. 15(1), pages 107-128.
    10. Imane El Ouadghiri & Remzi Uctum, 2020. "Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data," Applied Economics, Taylor & Francis Journals, vol. 52(23), pages 2443-2459, May.
    11. Stephanie Collette, 2012. "Sovereign bonds: odious debts and state succession," ULB Institutional Repository 2013/209718, ULB -- Universite Libre de Bruxelles.
    12. Salvatore D'Acunto & Sergio Destefanis & Marco Musella, 2004. "Exports, Supply Constraints and Growth: An Investigation using Regional Data," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 167-189.
    13. Jacques Fontanel & Ron Smith, 1991. "L’influence des estimations et des stratégies de l’État sur l’analyse économique de la détermination des dépenses militaires," Post-Print hal-02561129, HAL.
    14. Baffoe-Bonnie, John & Ezeala-Harrison, Fidelis, 2005. "Incidence and duration of unemployment spells: Implications for the male-female wage differentials," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 824-847, September.
    15. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    16. Giovanni Forchini, "undated". "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York.
    17. Bruno Théret, 1995. "Régulation du déficit budgétaire et croissance des dépenses de l'Etat en France de 1815 à 1939. Une modélisation économétrique simple des régimes fisco-financiers libéraux," Revue Économique, Programme National Persée, vol. 46(1), pages 57-90.
    18. Simes, Richard M, 1988. "Macroeconometric Model Evaluation, with Special Reference to the NIF88 Model," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 29-56, Supplemen.

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