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Statistical Analysis and Forecasting of Economic Structural Change
1 references·16 citing·45 second hop
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References

  • 1977The Econometrics of Structural Change.151 cited

Cited by

  • 2012Semiparametric trending panel data models with cross-sectional dependence122 cited
  • 1996The Lucas critique revisited assessing the stability of empirical Euler equations for investment56 cited
  • 2011Testing conditional factor models: A nonparametric approach56 cited
  • 2016Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models55 cited
  • 2008Tests for changing mean with monotonic power52 cited
  • 2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS48 cited
  • 2008Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope44 cited
  • 1991Economic Structural Change43 cited
  • 2015DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS38 cited
  • 2014Modeling and testing smooth structural changes with endogenous regressors37 cited
  • 1996Finding multiple abrupt change points32 cited
  • 1995Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique29 cited
  • 1996Real exchange rates and structural breaks28 cited
  • 2016

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Capital asset pricing model: A time-varying volatility approach
27 cited
  • 2020Technology import, secondary innovation, and industrial structure optimization: A potential innovation strategy for China25 cited
  • 1995A Nonparametric Conditional Moment Test for Structural Stability23 cited