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Heteroskedasticity-robust tests for structural change

✍ Scribed by J. G. MacKinnon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Bandwidth Selection in Heteroske

✍ Yixiao Sun; Peter C. B. Phillips; Sainan Jin 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 195 KB

Testing for multiplicative heteroskedast

✍ Leslie G. Godfrey 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 509 KB

Critical values for multiple structural

✍ Jushan Bai; Pierre Perron 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 57 KB

Tests for additive heteroskedasticity: G

✍ A. Buse 📂 Article 📅 1984 🏛 Springer-Verlag 🌐 English ⚖ 1002 KB

Testing for linear autoregressive dynami

✍ Christian M. Hafner; Helmut Herwartz 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 376 KB

Distribution theory for unit root tests

✍ Byeongseon Seo 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 202 KB