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Generalized M-fluctuation tests for parameter instability


  • 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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    References listed on IDEAS

    1. White,Halbert, 1996. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521574464.
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    Cited by:

    1. Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 569-584, October.
    2. 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, vol. 48(i11).
    3. repec:spr:psycho:v:83:y:2018:i:1:d:10.1007_s11336-017-9591-8 is not listed on IDEAS
    4. 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.
    5. 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, vol. 71(C), pages 986-1000.
    6. 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.
    7. Florian Wickelmaier & Achim Zeileis, 2016. "Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models," Working Papers 2016-26, Faculty of Economics and Statistics, University of Innsbruck.
    8. 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.
    9. Bürgin, Reto & Ritschard, Gilbert, 2015. "Tree-based varying coefficient regression for longitudinal ordinal responses," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 65-80.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. repec:bpj:ijbist:v:13:y:2017:i:1:p:20:n:10 is not listed on IDEAS
    15. repec:rjr:romjef:v::y:2017:i:2:p:5-28 is not listed on IDEAS
    16. 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.
    17. repec:gam:jecnmx:v:4:y:2015:i:1:p:1:d:61313 is not listed on IDEAS
    18. Edgar Merkle & Achim Zeileis, 2013. "Tests of Measurement Invariance Without Subgroups: A Generalization of Classical Methods," Psychometrika, Springer;The Psychometric Society, vol. 78(1), pages 59-82, January.
    19. 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, vol. 80(2), pages 289-316, June.
    20. Edgar C. Merkle & Achim Zeileis, 2011. "Generalized Measurement Invariance Tests with Application to Factor Analysis," Working Papers 2011-09, Faculty of Economics and Statistics, University of Innsbruck.
    21. Susan Athey & Julie Tibshirani & Stefan Wager, 2016. "Generalized Random Forests," Papers 1610.01271,, revised Apr 2018.
    22. 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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