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Two further aspects of some new tests for structural stability

  • Sen, Amit
  • Hall, Alastair

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File URL: http://www.sciencedirect.com/science/article/B6VFN-3Y0RB5T-8/2/267bceed6d894664d54b9a13ba04438d
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Article provided by Elsevier in its journal Structural Change and Economic Dynamics.

Volume (Year): 10 (1999)
Issue (Month): 3-4 (December)
Pages: 431-443

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Handle: RePEc:eee:streco:v:10:y:1999:i:3-4:p:431-443
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/525148

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  1. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
  2. Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
  3. Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
  4. Ghysels, Eric & Hall, Alastair, 1990. "A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 355-64, May.
  5. Hagiwara, May & Herce, Miguel A, 1997. "Risk Aversion and Stock Price Sensitivity to Dividends," American Economic Review, American Economic Association, vol. 87(4), pages 738-45, September.
  6. Andrews, Donald W K & Fair, Ray C, 1988. "Inference in Nonlinear Econometric Models with Structural Change," Review of Economic Studies, Wiley Blackwell, vol. 55(4), pages 615-39, October.
  7. 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.
  8. repec:fth:inseep:9837 is not listed on IDEAS
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