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Generalized M-fluctuation tests for parameter instability

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  • Achim Zeileis
  • Kurt Hornik

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  • Achim Zeileis & Kurt Hornik, 2007. "Generalized M-fluctuation tests for parameter instability," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(4), pages 488-508.
  • Handle: RePEc:bla:stanee:v:61:y:2007:i:4:p:488-508
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    File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9574.2007.00371.x
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    References listed on IDEAS

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    1. Bernd Raffelhuschen & Laurence J. Kotlikoff, 1999. "Generational Accounting around the Globe," American Economic Review, American Economic Association, pages 161-166.
    2. Johannes Bollen & Machiel Mulder & T. Manders, 2004. "Four futures for energy markets and climate change," CPB Special Publication 52, CPB Netherlands Bureau for Economic Policy Analysis.
    3. Alan Carruth & Andrew Dickerson, 2003. "An asymmetric error correction model of UK consumer spending," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 619-630.
    4. Ronald G. Bodkin & Lawrence R. Klein & Kanta Marwah, 1991. "A History of Macroeconometric Model-Building," Books, Edward Elgar Publishing, number 51, September.
    5. Erik Canton & Bert Minne & Ate Nieuwenhuis & Bert Smid & Marc van der Steeg, 2005. "Human capital, R&D, and competition in macroeconomic analysis," CPB Document 91, CPB Netherlands Bureau for Economic Policy Analysis.
    6. Bernd Raffelhuschen & Laurence J. Kotlikoff, 1999. "Generational Accounting around the Globe," American Economic Review, American Economic Association, pages 161-166.
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    Citations

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    Cited by:

    1. Lukas Schrott & Martin Gaechter & Engelbert Theurl, 2015. "Regional Development in Advanced Countries: A Within-country Application of the Human Development Index for Austria," DANUBE: Law and Economics Review, European Association Comenius - EACO, pages 1-23.
    2. Fehr, Dietmar & Sutter, Matthias, 2016. "Gossip and the Efficiency of Interactions," IZA Discussion Papers 9704, Institute for the Study of Labor (IZA).
    3. Jonathan Zufferey, 2016. "Investigating the migrant mortality advantage at the intersections of social stratification in Switzerland," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 34(32), pages 899-926, June.
    4. Grün, Bettina & Kosmidis, Ioannis & Zeileis, Achim, 2012. "Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned," Journal of Statistical Software, Foundation for Open Access Statistics.
    5. Carolin Strobl & Julia Kopf & Achim Zeileis, 2015. "Rasch Trees: A New Method for Detecting Differential Item Functioning in the Rasch Model," Psychometrika, Springer;The Psychometric Society, pages 289-316.
    6. Jan J. J. Groen & George Kapetanios & Simon Price, 2013. "Multivariate Methods For Monitoring Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 250-274, March.
    7. Jesús Crespo Cuaresma & Martin Feldkircher, 2013. "Spatial Filtering, Model Uncertainty And The Speed Of Income Convergence In Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 720-741, June.
    8. repec:rjr:romjef:v::y:2017:i:2:p:5-28 is not listed on IDEAS
    9. Francesco Feri & Bernd Irlenbusch & Matthias Sutter, 2010. "Efficiency Gains from Team-Based Coordination—Large-Scale Experimental Evidence," American Economic Review, American Economic Association, pages 1892-1912.
    10. Bürgin, Reto & Ritschard, Gilbert, 2015. "Tree-based varying coefficient regression for longitudinal ordinal responses," Computational Statistics & Data Analysis, Elsevier, pages 65-80.
    11. Duo Qin & Sophie van H¸llen & Qing-Chao Wang, 2014. "What Happens to Wage Elasticities When We Strip Playometrics? Revisiting Married Women Labour Supply Model," Working Papers 190, Department of Economics, SOAS, University of London, UK.
    12. Seibold Heidi & Hothorn Torsten & Zeileis Achim, 2016. "Model-Based Recursive Partitioning for Subgroup Analyses," The International Journal of Biostatistics, De Gruyter, vol. 12(1), pages 45-63, May.
    13. Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle, 2016. "Score-Based Tests of Differential Item Functioning in the Two-Parameter Model," Working Papers 2016-05, Faculty of Economics and Statistics, University of Innsbruck.
    14. Eugster, Manuel J.A. & Leisch, Friedrich & Strobl, Carolin, 2014. "(Psycho-)analysis of benchmark experiments: A formal framework for investigating the relationship between data sets and learning algorithms," Computational Statistics & Data Analysis, Elsevier, pages 986-1000.
    15. Ting Wang & Edgar C. Merkle & Achim Zeileis, 2013. "Score-Based Tests of Measurement Invariance: Use in Practice," Working Papers 2013-33, Faculty of Economics and Statistics, University of Innsbruck.
    16. Thomas Windberger & Achim Zeileis, 2011. "Structural Breaks in Inflation Dynamics within the European Monetary Union," Working Papers 2011-12, Faculty of Economics and Statistics, University of Innsbruck.
    17. repec:gam:jecnmx:v:4:y:2015:i:1:p:1:d:61313 is not listed on IDEAS
    18. Susan Athey & Julie Tibshirani & Stefan Wager, 2016. "Generalized Random Forests," Papers 1610.01271, arXiv.org, revised Jul 2017.
    19. Carolin Strobl & Julia Kopf & Achim Zeileis, 2011. "A new method for detecting differential item functioning in the Rasch model," Working Papers 2011-01, Faculty of Economics and Statistics, University of Innsbruck.
    20. Edgar Merkle & Achim Zeileis, 2013. "Tests of Measurement Invariance Without Subgroups: A Generalization of Classical Methods," Psychometrika, Springer;The Psychometric Society, pages 59-82.
    21. repec:bpj:ijbist:v:13:y:2017:i:1:p:20:n:10 is not listed on IDEAS
    22. Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, pages 569-584.
    23. Duo Qin & Sophie van Huellen & Qing-Chao Wang, 2015. "How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-31, December.

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