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Estimating and testing multiple structural changes in models with endogenous regressors
12 references·0 citing·43 second hop
Estimating and testing multiple structural changes in models with endogenous regressors (2018)Estimating and testing multiple structura…Testing for Multiple Structural Changes in Cointegrated Regression Models (2009)Testing for Multiple Structur…The limit distribution of the estimates in cointegrated regression models with multiple structural changes (2008)The limit distribution of the…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…VAR-based estimation of Euler equations with an application to New Keynesian pricing (2006)VAR-based estimation of Euler…Estimating restricted structural change models (2005)Estimating restricted structu…Dealing with Structural Breaks (2005)Dealing with Structural BreaksVector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices (2000)Vector Autoregressive Models …Testing for structural change in conditional models (2000)Testing for structural change…Inflation dynamics: A structural econometric analysis (1999)Inflation dynamics: A structu…Testing For and Dating Common Breaks in Multivariate Time Series (1998)Testing For and Dating Common…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Modelling Nonlinear Economic Time Series (2010)Structural breaks in time series (2012)The impact of economic growth on CO2 emissions in Azerbaijan (2018)Inference About the Change-Point in a Sequence of Random Variables (1970)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Sample Splitting and Threshold Estimation (2000)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Critical values for multiple structural change tests (2003)Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity (2007)Deviations from Rules-Based Policy and Their Effects (2014)Asymptotically Efficient Estimation of Cointegration Regressions (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market (2016)The impact of economic development on environmental degradation in Qatar (2016)Dependence changes between the carbon price and its fundamentals: A quantile regression approach (2017)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Applied econometrics and implications for energy economics research (2014)What Is a Prime Bank? A Euribor–OIS Spread Perspective (2014)The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Are Financial Assets Priced Locally or Globally? (2002)Dating the integration of world equity markets (2002)Instability of return prediction models (2006)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)What is an Oil Shock? (2000)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (2004)Forecasting Stock Returns (2013)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)
this work references cited by second hop

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
  • 1997Estimation of a Change Point in Multiple Regression Models829 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
  • 2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices81 cited
  • 2006VAR-based estimation of Euler equations with an application to New Keynesian pricing43 cited

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