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Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors
10 references·10 citing·41 second hop
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References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1999Inflation dynamics: A structural econometric analysis3,088 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2005Dealing with Structural Breaks701 cited
  • 2000Testing for structural change in conditional models465 cited
  • 1998Testing For and Dating Common Breaks in Multivariate Time Series434 cited
  • 2009Testing for Multiple Structural Changes in Cointegrated Regression Models185 cited
  • 2005Estimating restricted structural change models141 cited
  • 2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes115 cited
  • 2012Inference regarding multiple structural changes in linear models with endogenous regressors68 cited

Cited by

  • 2018Central Banks: Evolution and Innovation in Historical Perspective44 cited
  • 2014Modeling and testing smooth structural changes with endogenous regressors37 cited
  • 2013A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS32 cited
  • 2014Large versus small foreign exchange interventions30 cited
  • 2013

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Estimating and testing multiple structural changes in linear models using band spectral regressions
22 cited
  • 2017Central Banks: Evolution and Innovation in Historical Perspective18 cited
  • 2015How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?17 cited
  • 2016Across Five Eras: Patent Validity and Infringement Rates in U.S. Courts, 1929–200614 cited
  • 2018Testing for common breaks in a multiple equations system12 cited
  • 2013Across Five Eras: Patent Enforcement in the United States 1929-20068 cited