This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Predictive Tests for Structural Change with Unknown Breakpoint Author info | Abstract | Publisher info | Download info | Related research | Statistics Ghysels, E.
Guay, A.
Hall, A.
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by Universite de Montreal, Departement de sciences economiques in its series Cahiers de recherche with number
9524.
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Length: 27 pages
Date of creation: 1995Date of revision:
Handle: RePEc:mtl:montde:9524Contact details of provider: Postal: CP 6128, Succ. Centre-Ville, Montr�al, Qu�bec, H3C 3J7 Phone: (514) 343-6540 Fax: (514) 343-5831 Web page: http://www.sceco.umontreal.ca More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Pascal MARTINOLLI).
Keywords: Other versions of this item:
Article Paper Ghysels, E. & Guay, A. & Hall, A., 1995.
"Predictive Tests for Structural Change with Unknown Breakpoint ,"
Cahiers de recherche
9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Eric Ghysels & Alain Guay & Alastair Hall, 1995.
"Predictive Tests for Structural Change with Unknown Breakpoint ,"
CIRANO Working Papers
95s-20, CIRANO.
[Downloadable!] Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions:
Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
CIRANO Working Papers
2001s-54, CIRANO.
[Downloadable!] Ghysels, Eric & Guay, Alain, 2004.
"Testing For Structural Change In The Presence Of Auxiliary Models ,"
Econometric Theory ,
Cambridge University Press, vol. 20(06), pages 1168-1202, December.
[Downloadable!] René Garcia & Eric Ghysels, 1996.
"Structural Change and Asset Pricing in Emerging Markets ,"
CIRANO Working Papers
96s-34, CIRANO.
[Downloadable!]
Other versions: Christopher J. Neely & Paul A. Weller & Joshua M. Ulrich, 2007.
"The adaptive markets hypothesis: evidence from the foreign exchange market ,"
Working Papers
2006-046, Federal Reserve Bank of St. Louis.
[Downloadable!]
Arturo Estrella & Jeffrey C. Fuhrer, 1999.
"Are "deep" parameters stable? the Lucas critique as an empirical hypothesis ,"
Working Papers
99-4, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Luis F. Céspedes & Marcelo Ochoa & Claudio Soto, 2005.
"The New Keynesian Phillips Curve in an Emerging Market Economy: The Case of Chile ,"
Working Papers Central Bank of Chile
355, Central Bank of Chile.
[Downloadable!]
F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004.
"Financial Liberalization and Emerging Stock Market Volatility ,"
Computing in Economics and Finance 2004
124, Society for Computational Economics.
[Downloadable!]
Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006.
"Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L ,"
Faculty Working Papers
01/06, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Eric Guysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
Cahiers de recherche CREFE / CREFE Working Papers
61, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions:
Ghysels, E. & Guay, A., 1998.
"Structural Change Tests for Simulated Method of Moments ,"
Papers
9837, Institut National de la Statistique et des Etudes Economiques-.
Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
CIRANO Working Papers
98s-19, CIRANO.
[Downloadable!] Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments ,"
Journal of Econometrics ,
Elsevier, vol. 115(1), pages 91-123, July.
[Downloadable!] (restricted) Albert N. Link & David Paton & Donald S. Siegel, 2003.
"An Econometric Analysis of Trends in Research Joint Venture Activity ,"
Rensselaer Working Papers in Economics
0305, Rensselaer Polytechnic Institute, Department of Economics.
[Downloadable!]
Other versions: Alain Guay & Olivier Scaillet, 1999.
"Indirect Inference, Nuisance Parameter and Threshold Moving Average ,"
Cahiers de recherche CREFE / CREFE Working Papers
95, CREFE, Université du Québec à Montréal.
[Downloadable!]
Pieter J. van der Sluis, 1997.
"Post-Sample Prediction Tests for the Efficient Method of Moments ,"
Tinbergen Institute Discussion Papers
97-054/4, Tinbergen Institute.
[Downloadable!]
Robert Rich & Charles Steindel, 2007.
"A comparison of measures of core inflation ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Dec, pages 19-38.
[Downloadable!]
Mouna Cherkaoui & Eric Ghysels, 1999.
"Emerging Markets and Trading Costs ,"
CIRANO Working Papers
99s-04, CIRANO.
[Downloadable!]
Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000.
"How stable is the predictive power of the yield curve? evidence from Germany and the United States ,"
Staff Reports
113, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: John M Maheu & Stephen Gordon, 2007.
"Learning, Forecasting and Structural Breaks ,"
Working Papers
tecipa-284, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: Robert Rich & Charles Steindel, 2005.
"A review of core inflation and an evaluation of its measures ,"
Staff Reports
236, Federal Reserve Bank of New York.
[Downloadable!]
Arturo Estrella & Anthony P. Rodrigues, 2005.
"One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory ,"
Staff Reports
232, Federal Reserve Bank of New York.
[Downloadable!]
Pieter J. van der Sluis, 1998.
"Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models ,"
Tinbergen Institute Discussion Papers
98-055/4, Tinbergen Institute.
[Downloadable!]
Access and
download statistics Did you know? Use the JEL tree to browse through the database by subfields.
This page was last updated on 2008-8-7.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .