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Econometrics and Structural Change.
0 references·14 citing·44 second hop
Econometrics and Structural Change. (1988)Econometrics and Structural Change.Tests for structural change, aggregation, and homogeneity (2010)Tests for structural change, …Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Asymptotic properties of maximum likelihood estimators in models with multiple change points (2010)Asymptotic properties of maxi…Guaranteed testing for epidemic changes of a linear regression model (2005)Guaranteed testing for epidem…Change Points with Linear Trend Followed by Abrupt Change for the Exponential Distribution (2002)Change Points with Linear Tre…Openness, Technological Change and Labour Demand in Pre‐Crisis Indonesia (2001)Openness, Technological Chang…Estimation of a change in linear models (1996)Estimation of a change in lin…Detecting Changes in Linear Regressions (1995)Detecting Changes in Linear R…WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS (1994)WHAT MACROECONOMISTS SHOULD K…Statistical surveillance of business cycles (1994)Statistical surveillance of b…A bayesian analysis of trend determination in economic time series (1994)A bayesian analysis of trend …Economic Structural Change (1991)Economic Structural ChangeCointegration between exchange rates and relative prices: another view (1990)Cointegration between exchang…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…CONTINUOUS INSPECTION SCHEMES (1954)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Characterization of methods for surveillance by optimality (1994)Methods and evaluations for surveillance in industry, business, finance, and public health (2011)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)Stationarity and structural breaks — evidence from classical and Bayesian approaches (2001)Bayesian model selection for unit root testing with multiple structural breaks (2014)Inference About the Change-Point in a Sequence of Random Variables (1970)Limit theorems in change-point analysis (1997)Convergence in distribution of multiple change point estimators (2011)Parametric Statistical Change Point Analysis (2011)Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (2014)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Long-run purchasing power parity revisited: a Monte Carlo simulation (1996)Essays on exchange rates, prices and interest rates (1997)The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro (2004)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Testing a Sequence of Observations for a Shift in Location (1977)Nonparametric Methods in Change-Point Problems (1993)Limit theorems for the union-intersection test (1995)Estimators for the Time of Change in Linear Models (1997)Testing for change points in time series models and limiting theorems for NED sequences (2007)Protection and Real Wages (1941)Economic Development with Unlimited Supplies of Labour (1954)Specification Tests in Econometrics (1978)Globalization and Working Conditions: Evidence from Indonesia (2009)Efficient Inference in a Random Coefficient Regression Model (1970)A Non-Parametric Approach to the Change-Point Problem (1979)A nonparametric test for poolability using panel data (1996)Some statistical aspects of methods for detection of turning points in business cycles (2006)The financial econometrics of price discovery and predictability (2015)The Econometrics of Structural Change. (1977)Statistical Analysis and Forecasting of Economic Structural Change (1989)Testing the stationarity of economic time series: further Monte Carlo evidence (1995)Real exchange rates and structural breaks (1996)Financial Liberalization and Demand for Money: A Case of Pakistan (2013)Are U.S. regional incomes converging? Some further evidence (1996)Convergence of China's regional incomes (2001)Fiscal policy in good and bad times (2013)
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Cited by

  • 1990Cointegration between exchange rates and relative prices: another view71 cited
  • 1995Detecting Changes in Linear Regressions47 cited
  • 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS44 cited
  • 1991Economic Structural Change43 cited
  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 1994A bayesian analysis of trend determination in economic time series26 cited
  • 1994Statistical surveillance of business cycles26 cited
  • 2010Asymptotic properties of maximum likelihood estimators in models with multiple change points20 cited
  • 2001Openness, Technological Change and Labour Demand in Pre‐Crisis Indonesia17 cited
  • 2010Tests for structural change, aggregation, and homogeneity16 cited
  • 2005Guaranteed testing for epidemic changes of a linear regression model15 cited
  • 1996Estimation of a change in linear models13 cited
  • 2002Change Points with Linear Trend Followed by Abrupt Change for the Exponential Distribution11 cited

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