Testing For Structural Stability In The Whole Sample
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References listed on IDEAS
- Shao, Q. M., 1995. "Strong Approximation Theorems for Independent Random Variables and Their Applications," Journal of Multivariate Analysis, Elsevier, vol. 52(1), pages 107-130, January.
- D. W. K. Andrews, 2003. "End-of-Sample Instability Tests," Econometrica, Econometric Society, vol. 71(6), pages 1661-1694, November.
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometric Society, vol. 61(4), pages 821-856, July.
- 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.
- P. M. Robinson, 1998. "Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation," Econometrica, Econometric Society, vol. 66(5), pages 1163-1182, September.
More about this item
KeywordsStructural Stability. GMM estimation. Strong approximation. Extreme value distribution.;
StatisticsAccess and download statistics
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