References

No references inside the corpus for this window.

Cited by

• 2015Estimation of heterogeneous panels with structural breaks135 cited
• 2004Nonparametric estimation of structural change points in volatility models for time series52 cited
• 2015Likelihood-ratio-based confidence sets for the timing of structural breaks38 cited
• 2013Inference on Structural Breaks using Information Criteria36 cited
• 2012Adaptive estimation of vector autoregressive models with time-varying variance: Application to testing linear causality in mean35 cited
• 2022Quasi-maximum likelihood estimation of break point in high-dimensional factor models21 cited
• 2014Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance21 cited
• 2013Inference for single and multiple change-points in time series16 cited
• 2014Estimator of a change point in single index models12 cited
• 2019Greedy Kernel Change-Point Detection12 cited
• 2018Testing for common breaks in a multiple equations system12 cited
• 2018Estimating and testing multiple structural changes in models with endogenous regressors12 cited
• 2015Confidence sets for the break date based on optimal tests10 cited
• 2015Inference on locally ordered breaks in multiple regressions