Critical Values And P Values Of Bessel Process Distributions: Computation And Application To Structural Break Tests
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- Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
- Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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"Common trends and cycles in I(2) VAR systems,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 143-168, May.
- Paruolo Paolo, 2003. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217bis, Department of Economics, University of Insubria.
- Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria.
- A. Batsidis & N. Martín & L. Pardo & K. Zografos, 2016. "ϕ-Divergence Based Procedure for Parametric Change-Point Problems," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 21-35, March.
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"Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope,"
Journal of Econometrics, Elsevier, vol. 149(1), pages 26-51, April.
- Dukpa Kim & Pierre Perron, 2006. "Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope," Boston University - Department of Economics - Working Papers Series WP2006-063, Boston University - Department of Economics.
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"Regime-Specific Predictability in Predictive Regressions,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.
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- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010. "Regime Specific Predictability in Predictive Regressions," MPRA Paper 29190, University Library of Munich, Germany.
- Christis Katsouris, 2023. "Predictability Tests Robust against Parameter Instability," Papers 2307.15151, arXiv.org.
- Arturo Estrella & Anthony P. Rodrigues, 2005. "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports 232, Federal Reserve Bank of New York.
- Rosa, Carlo, 2011. "Words that shake traders," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 915-934.
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- Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
- Castro, Carlos & Ferrari, Stijn, 2014.
"Measuring and testing for the systemically important financial institutions,"
Journal of Empirical Finance, Elsevier, vol. 25(C), pages 1-14.
- Carlos Castro & Stijn Ferrari, 2011. "Measuring and testing for the systemically important financial institutions," Documentos de Trabajo 8779, Universidad del Rosario.
- Carlos Castro & Stijn Ferrari, 2012. "Measuring and testing for the systemically important financial institutions," Working Paper Research 228, National Bank of Belgium.
- Omtzigt, Pieter & Paruolo, Paolo, 2005.
"Impact factors,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
- Omtzigt Pieter & Paruolo Paolo, 2002. "Impact factors," Economics and Quantitative Methods qf0203, Department of Economics, University of Insubria.
- K. B. S. Huth & L. J. Waldorp & J. Luigjes & A. E. Goudriaan & R. J. Holst & M. Marsman, 2022. "A Note on the Structural Change Test in Highly Parameterized Psychometric Models," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1064-1080, September.
- Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014.
"Forecasting US recessions: The role of sentiment,"
Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
- Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, Department of Economics and Business Economics, Aarhus University.
- Chen, Sanpan & Cui, Guowei & Zhang, Jianhua, 2017. "On testing for structural break of coefficients in factor-augmented regression models," Economics Letters, Elsevier, vol. 161(C), pages 141-145.
- Tom Campbell & Nathaniel T. Wilcox, 2020.
"Younger Federal District Court Judges Favor Presidential Power,"
Journal of Law and Economics, University of Chicago Press, vol. 63(1), pages 181-202.
- Tom Campbell & Nathaniel T. Wilcox, 2017. "Younger Federal District Court Judges Favor Presidential Power," Working Papers 17-23, Chapman University, Economic Science Institute.
- Charles-Elie Rabier & Jean-Marc Azaïs & Jean-Michel Elsen & Céline Delmas, 2019. "Chi-square processes for gene mapping in a population with family structure," Statistical Papers, Springer, vol. 60(1), pages 239-271, February.
- Ng, Eric C.Y., 2012. "Forecasting US recessions with various risk factors and dynamic probit models," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 112-125.
- Sandip Sinharay, 2016. "Person Fit Analysis in Computerized Adaptive Testing Using Tests for a Change Point," Journal of Educational and Behavioral Statistics, , vol. 41(5), pages 521-549, October.
- Matthew Davis & Fernando V. Ferreira, 2017. "Housing Disease and Public School Finances," NBER Working Papers 24140, National Bureau of Economic Research, Inc.
- Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," LSE Research Online Documents on Economics 68839, London School of Economics and Political Science, LSE Library.
- Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010. "Regime specific predictability in predictive regressions," Discussion Paper Series In Economics And Econometrics 0916, Economics Division, School of Social Sciences, University of Southampton.
- Davis, Matthew & Ferreira, Fernando, 2022. "Housing disease and public school finances," Economics of Education Review, Elsevier, vol. 88(C).
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