Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares
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- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013. "Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares," Economics Discussion Paper Series 1328, Economics, The University of Manchester.
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Cited by:
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019.
"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
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