IDEAS home Printed from https://ideas.repec.org/r/cup/etheor/v19y2003i06p1128-1143_19.html

Critical Values And P Values Of Bessel Process Distributions: Computation And Application To Structural Break Tests

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Berend Smaal & J. Paul Elhorst, 2025. "Seventy Years of Dutch Regional Unemployment from a Spatiotemporal Perspective," De Economist, Springer, vol. 173(2), pages 277-298, July.
  2. Rosa, Carlo, 2011. "Words that shake traders," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 915-934.
  3. Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
  4. Castro, Carlos & Ferrari, Stijn, 2014. "Measuring and testing for the systemically important financial institutions," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 1-14.
  5. Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
  6. Paruolo, Paolo, 2006. "Common trends and cycles in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
  7. Piterbarg, Vladimir I. & Rodionov, Igor V., 2020. "High excursions of Bessel and related random processes," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 4859-4872.
  8. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
  9. Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010. "Regime specific predictability in predictive regressions," Discussion Paper Series In Economics And Econometrics 0916, Economics Division, School of Social Sciences, University of Southampton.
  10. Charles-Elie Rabier & Jean-Marc Azaïs & Jean-Michel Elsen & Céline Delmas, 2019. "Chi-square processes for gene mapping in a population with family structure," Statistical Papers, Springer, vol. 60(1), pages 239-271, February.
  11. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  12. Ng, Eric C.Y., 2012. "Forecasting US recessions with various risk factors and dynamic probit models," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 112-125.
  13. Sandip Sinharay, 2016. "Person Fit Analysis in Computerized Adaptive Testing Using Tests for a Change Point," Journal of Educational and Behavioral Statistics, , vol. 41(5), pages 521-549, October.
  14. A. Batsidis & N. Martín & L. Pardo & K. Zografos, 2016. "ϕ-Divergence Based Procedure for Parametric Change-Point Problems," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 21-35, March.
  15. Jesús Gonzalo & Jean-Yves Pitarakis, 2011. "Regime-Specific Predictability in Predictive Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.
  16. Wang, Luya & Li, Kunpeng, 2025. "Spatial panel data models with structural change," Journal of Econometrics, Elsevier, vol. 251(C).
  17. Kim, Dukpa & Perron, Pierre, 2009. "Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope," Journal of Econometrics, Elsevier, vol. 149(1), pages 26-51, April.
  18. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
  19. Tom Campbell & Nathaniel T. Wilcox, 2020. "Younger Federal District Court Judges Favor Presidential Power," Journal of Law and Economics, University of Chicago Press, vol. 63(1), pages 181-202.
  20. K. B. S. Huth & L. J. Waldorp & J. Luigjes & A. E. Goudriaan & R. J. Holst & M. Marsman, 2022. "A Note on the Structural Change Test in Highly Parameterized Psychometric Models," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1064-1080, September.
  21. Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
  22. Chen, Sanpan & Cui, Guowei & Zhang, Jianhua, 2017. "On testing for structural break of coefficients in factor-augmented regression models," Economics Letters, Elsevier, vol. 161(C), pages 141-145.
  23. Christis Katsouris, 2023. "Predictability Tests Robust against Parameter Instability," Papers 2307.15151, arXiv.org.
  24. Davis, Matthew & Ferreira, Fernando, 2022. "Housing disease and public school finances," Economics of Education Review, Elsevier, vol. 88(C).
  25. Arturo Estrella & Anthony P. Rodrigues, 2005. "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports 232, Federal Reserve Bank of New York.
  26. Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," LSE Research Online Documents on Economics 68839, London School of Economics and Political Science, LSE Library.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.