Otilia Boldea
Personal Details
First Name: | Otilia |
Middle Name: | |
Last Name: | Boldea |
Suffix: | |
RePEc Short-ID: | pbo311 |
| |
https://sites.google.com/site/otiliaboldea/ | |
Affiliation
(50%) CentER Graduate School for Economics and Business
School of Economics and Management
Universiteit van Tilburg
Tilburg, Netherlandshttps://www.tilburguniversity.edu/research/economics-and-management/graduate-school
RePEc:edi:cekubnl (more details at EDIRC)
(50%) Departement Econometrie & Operations Research
School of Economics and Management
Universiteit van Tilburg
Tilburg, Netherlandshttps://www.tilburguniversity.edu/about/schools/economics-and-management/organization/departments/eor
RePEc:edi:exkubnl (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018.
"Change Point Estimation in Panel Data with Time-Varying Individual Effects,"
Papers
1808.03109, arXiv.org.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017.
"Bootstrapping Structural Change Tests,"
Economics Discussion Paper Series
1704, Economics, The University of Manchester.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016.
"Structural Break Tests Robust to Regression Misspecification,"
Discussion Paper
2016-019, Tilburg University, Center for Economic Research.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018. "Structural Break Tests Robust to Regression Misspecification," Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- Boldea, O. & Engwerda, J.C. & Michalak, T. & Plasmans, J.E.J. & Salmah, S., 2011.
"A Simulation Study of an ASEAN Monetary Union (Replaces CentER DP 2010-100),"
Discussion Paper
2011-098, Tilburg University, Center for Economic Research.
- Boldea, O. & Engwerda, J.C. & Michalak, T. & Plasmans, J.E.J. & Salmah, S., 2011. "A Simulation Study of an ASEAN Monetary Union (Replaces CentER DP 2010-100)," Other publications TiSEM e92b4cbf-8cde-4a19-83e2-8, Tilburg University, School of Economics and Management.
- Poghosyan, K. & Boldea, O., 2011.
"Structural versus Matching Estimation : Transmission Mechanisms in Armenia,"
Discussion Paper
2011-104, Tilburg University, Center for Economic Research.
- Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
- Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009.
"Inference regarding multiple structural changes in linear models with endogenous regressors,"
Centre for Growth and Business Cycle Research Discussion Paper Series
125, Economics, The University of Manchester.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
- Boldea, Otilia & Magnus, Jan R., 2009.
"Maximum Likelihood Estimation of the Multivariate Normal Mixture Model,"
MPRA Paper
23149, University Library of Munich, Germany.
- Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
- Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
- Otilia Boldea & Alastair R. Hall, 2009.
"Estimation and Inference in Unstable Nonlinear Least Squares Models,"
Centre for Growth and Business Cycle Research Discussion Paper Series
126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS,"
MPRA Paper
9472, University Library of Munich, Germany.
- Otilia Boldea & Alastair Hall & Sanggohn Han, 2012. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
- Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper 9251, University Library of Munich, Germany, revised 20 Jun 2008.
Articles
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020.
"Change point estimation in panel data with time‐varying individual effects,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018. "Change Point Estimation in Panel Data with Time-Varying Individual Effects," Papers 1808.03109, arXiv.org.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019.
"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018.
"Structural Break Tests Robust to Regression Misspecification,"
Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Poghosyan, Karen & Boldea, Otilia, 2013.
"Structural versus matching estimation: Transmission mechanisms in Armenia,"
Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
- Boldea, Otilia & Hall, Alastair R., 2013.
"Estimation and inference in unstable nonlinear least squares models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Otilia Boldea & Alastair Hall & Sanggohn Han, 2012.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS,"
Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany.
- Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012.
"Inference regarding multiple structural changes in linear models with endogenous regressors,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
- Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009. "Inference regarding multiple structural changes in linear models with endogenous regressors," Centre for Growth and Business Cycle Research Discussion Paper Series 125, Economics, The University of Manchester.
- Engwerda, J. & Boldea, O. & Michalak, T. & Plasmans, J. & Salmah,, 2012. "A simulation study of an ASEAN monetary union," Economic Modelling, Elsevier, vol. 29(5), pages 1870-1890.
- Boldea, Otilia & Magnus, Jan R., 2009.
"Maximum Likelihood Estimation of the Multivariate Normal Mixture Model,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
- Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
- Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
Chapters
- Otilia Boldea & Alastair R. Hall, 2013. "Testing structural stability in macroeconometric models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 9, pages 206-228, Edward Elgar Publishing.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018.
"Change Point Estimation in Panel Data with Time-Varying Individual Effects,"
Papers
1808.03109, arXiv.org.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
Cited by:
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023.
"Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending,"
Discussion Papers
23-02, Department of Economics, University of Birmingham.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers 2211.06707, arXiv.org, revised Jan 2023.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020.
"Change point estimation in panel data with time‐varying individual effects,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018. "Change Point Estimation in Panel Data with Time-Varying Individual Effects," Papers 1808.03109, arXiv.org.
- Westerlund, Joakim & Nordström, Marcus, 2021. "Breaks in persistence in fixed-T panel data," Economics Letters, Elsevier, vol. 205(C).
- Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021.
"Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19,"
Papers
2111.03035, arXiv.org.
- Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund, 2023. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 653-666, July.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017.
"Bootstrapping Structural Change Tests,"
Economics Discussion Paper Series
1704, Economics, The University of Manchester.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
Cited by:
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Daiki Maki & Yasushi Ota, 2021. "Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1167-1182, April.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Christis Katsouris, 2023. "Predictability Tests Robust against Parameter Instability," Papers 2307.15151, arXiv.org.
- Daiki Maki & Yasushi Ota, 2019. "Testing for time-varying properties under misspecified conditional mean and variance," Papers 1907.12107, arXiv.org, revised Aug 2019.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016.
"Structural Break Tests Robust to Regression Misspecification,"
Discussion Paper
2016-019, Tilburg University, Center for Economic Research.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018. "Structural Break Tests Robust to Regression Misspecification," Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
Cited by:
- Dong Jin Lee, 2021. "Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable," Bulletin of Economic Research, Wiley Blackwell, vol. 73(2), pages 212-229, April.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
Cited by:
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Zacharias Bragoudakis & Dimitrios Panas, 2021. "Investigating government spending multiplier for the US economy: empirical evidence using a triple lasso approach," Working Papers 292, Bank of Greece.
- Bertille Antoine & Otilia Boldea, 2015.
"Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve,"
Discussion Papers
dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
Cited by:
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
- Regis Barnichon & Geert Mesters, 2020.
"Identifying Modern Macro Equations with Old Shocks,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Aquino, Juan, 2019. "The Small Open Economy New-Keynesian Phillips Curve: Specification, Structural Breaks and Robustness," Working Papers 2019-019, Banco Central de Reserva del Perú.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Bertille Antoine & Otilia, 2015.
"Inference in linear models with structural changes and mixed identification strength,"
Discussion Papers
dp15-05, Department of Economics, Simon Fraser University.
Cited by:
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Poghosyan, K. & Boldea, O., 2011.
"Structural versus Matching Estimation : Transmission Mechanisms in Armenia,"
Discussion Paper
2011-104, Tilburg University, Center for Economic Research.
- Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
Cited by:
- Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
- Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009.
"Inference regarding multiple structural changes in linear models with endogenous regressors,"
Centre for Growth and Business Cycle Research Discussion Paper Series
125, Economics, The University of Manchester.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012. "Inference regarding multiple structural changes in linear models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
Cited by:
- Boldea, Otilia & Hall, Alastair R., 2013.
"Estimation and inference in unstable nonlinear least squares models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016.
"Structural Break Tests Robust to Regression Misspecification,"
Discussion Paper
2016-019, Tilburg University, Center for Economic Research.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018. "Structural Break Tests Robust to Regression Misspecification," Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
- Badi Baltagi & Qu Feng & Chihwa Kao, 2019.
"Structural Changes in Heterogeneous Panels with Endogenous Regressors,"
Center for Policy Research Working Papers
214, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Qu Feng & Chihwa Kao, 2019. "Structural changes in heterogeneous panels with endogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 883-892, September.
- Somayeh Mardaneh, 2012. "How Do Oil Shocks A¤ect the Structural Stability of Hybrid New Keynesian Phillips Curve?," Discussion Papers in Economics 12/20, Division of Economics, School of Business, University of Leicester.
- Cornea, A. & Hommes, C.H. & Massaro, D., 2012.
"Behavioral Heterogeneity in U.S. Inflation Dynamics,"
CeNDEF Working Papers
12-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Adriana Cornea & Cars Hommes & Domenico Massaro, 2013. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Tinbergen Institute Discussion Papers 13-015/II, Tinbergen Institute.
- Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 288-300, April.
- Somayeh Kokabisaghi & Eric J. Pauwels & Katrien Van Meulder & André B. Dorsman, 2018. "Are These Shocks for Real? Sensitivity Analysis of the Significance of the Wavelet Response to Some CKLS Processes," IJFS, MDPI, vol. 6(3), pages 1-12, September.
- Merih Uctum & Remzi Uctum & Chu-Ping C Vijverberg, 2021.
"The European growth synchronization through crises and structural changes,"
Post-Print
hal-03319011, HAL.
- Uctum Merih & Uctum Remzi & Vijverberg Chu-Ping C., 2021. "The European growth synchronization through crises and structural changes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-17, February.
- Tatsushi Oka & Pierre Perron, 2016.
"Testing for Common Breaks in a Multiple Equations System,"
Papers
1606.00092, arXiv.org, revised Jan 2018.
- Oka, Tatsushi & Perron, Pierre, 2018. "Testing for common breaks in a multiple equations system," Journal of Econometrics, Elsevier, vol. 204(1), pages 66-85.
- Tatsushi Oka & Pierre Perron, 2018. "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers 3/18, Monash University, Department of Econometrics and Business Statistics.
- Pierre Perron & Tatsushi Oka, 2011. "Testing for Common Breaks in a Multiple Equations System," Boston University - Department of Economics - Working Papers Series WP2011-057, Boston University - Department of Economics.
- Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024. "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024 22, Stata Users Group.
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018.
"Bootstrapping Structural Change Tests,"
Papers
1811.04125, arXiv.org.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Neil Kellard & Denise Osborn & Jerry Coakley & Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015.
"Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 741-762, September.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013. "Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares," Economics Discussion Paper Series 1328, Economics, The University of Manchester.
- Elliott, Graham & Müller, Ulrich K, 2014.
"Pre and post break parameter inference,"
University of California at San Diego, Economics Working Paper Series
qt4j733246, Department of Economics, UC San Diego.
- Elliott, Graham & Müller, Ulrich K., 2014. "Pre and post break parameter inference," Journal of Econometrics, Elsevier, vol. 180(2), pages 141-157.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Chen, Bin, 2015. "Modeling and testing smooth structural changes with endogenous regressors," Journal of Econometrics, Elsevier, vol. 185(1), pages 196-215.
- Otilia Boldea & Alastair R. Hall, 2013. "Testing structural stability in macroeconometric models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 9, pages 206-228, Edward Elgar Publishing.
- De Lipsis, Vincenzo & Agnolucci, Paolo, 2024. "Climate change and the US wheat commodity market," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
- Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
- Ping Yu & Peter C.B. Phillips, 2014.
"Threshold Regression with Endogeneity,"
Cowles Foundation Discussion Papers
1966, Cowles Foundation for Research in Economics, Yale University.
- Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
- Remzi Uctum & Merih Uctum & Chu-Ping C. Vijverberg, 2017.
"The Eurozone convergence through crises and structural changes,"
Post-Print
hal-01589231, HAL.
- Merih Uctum & Remzi Uctum & Chu-Ping C. Vijverberg, 2017. "The Eurozone Convergence through Crises and Structural Changes," EconomiX Working Papers 2017-38, University of Paris Nanterre, EconomiX.
- Merih Uctum & Remzi Uctum & Chu-Ping C. Vijverberg, 2017. "The Eurozone Convergence through Crises and Structural Changes," Working Papers hal-04141629, HAL.
- Alessandro Casini & Pierre Perron, 2018.
"Continuous Record Asymptotics for Change-Points Models,"
Papers
1803.10881, arXiv.org, revised Nov 2021.
- Alessandro Casini & Pierre Perron, 2020. "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series WP2020-013, Boston University - Department of Economics.
- Adriana Cornea‐Madeira & João Madeira, 2022. "Econometric Analysis of Switching Expectations in UK Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 651-673, June.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Yunfeng Sun & Hao Yang & Chongyang Qian & Yifeng Jiang & Xiaowei Luo & Xiang Wu, 2022. "Voice Endorsement and Employee Safety Voice Behavior in Construction Projects: The Mediating Role of Leader-Member Exchange," IJERPH, MDPI, vol. 19(6), pages 1-17, March.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Lajos Horváth & William Pouliot & Shixuan Wang, 2017. "Detecting at-Most-m Changes in Linear Regression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 552-590, July.
- Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022. "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers 2022-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Yu, Ping, 2015. "Adaptive estimation of the threshold point in threshold regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 83-100.
- Hall Alastair & Sakkas Nikolaos, 2013. "Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 53-67, July.
- Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
- De Lipsis Vincenzo, 2021. "Dating Structural Changes in UK Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 509-539, June.
- Yu, Ping, 2013. "Inconsistency of 2SLS estimators in threshold regression with endogeneity," Economics Letters, Elsevier, vol. 120(3), pages 532-536.
- Feng, Qu, 2020. "Common factors and common breaks in panels: An empirical investigation," Economics Letters, Elsevier, vol. 187(C).
- Qian, Junhui & Su, Liangjun, 2014. "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, vol. 125(3), pages 415-421.
- Hao, Shiming, 2021. "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper 108679, University Library of Munich, Germany.
- Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
- Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
- Boldea, Otilia & Magnus, Jan R., 2009.
"Maximum Likelihood Estimation of the Multivariate Normal Mixture Model,"
MPRA Paper
23149, University Library of Munich, Germany.
- Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
- Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
Cited by:
- Wang, Wan-Lun & Lin, Tsung-I, 2016. "Maximum likelihood inference for the multivariate t mixture model," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 54-64.
- Bolano, Danilo & Berchtold, André, 2016. "General framework and model building in the class of Hidden Mixture Transition Distribution models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 131-145.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Moment tests of independent components,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Moment tests of independent components," Working Papers wp2021_2102, CEMFI.
- Montanari, Angela & Viroli, Cinzia, 2011. "Maximum likelihood estimation of mixtures of factor analyzers," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2712-2723, September.
- Gabriele Fiorentini & Enrique Sentana, 2020.
"Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions,"
Working Papers
wp2020_2023, CEMFI.
- Sentana, Enrique & Fiorentini, Gabriele, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers 15411, C.E.P.R. Discussion Papers.
- Fiorentini, Gabriele & Sentana, Enrique, 2023. "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 643-665.
- Gabriele Soffritti, 2021. "Estimating the Covariance Matrix of the Maximum Likelihood Estimator Under Linear Cluster-Weighted Models," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 594-625, October.
- Wan-Lun Wang & Tsung-I Lin, 2015. "Robust model-based clustering via mixtures of skew-t distributions with missing information," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 423-445, December.
- Giuliano Galimberti & Lorenzo Nuzzi & Gabriele Soffritti, 2021. "Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 235-268, March.
- Wang, Wan-Lun, 2015. "Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 223-235.
- Su, EnDer & Wen Wong, Kai, 2019. "Testing the alternative two-state options pricing models: An empirical analysis on TXO," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 101-116.
- Zimmer, Zachary & Park, DoHwan & Mathew, Thomas, 2016. "Tolerance limits under normal mixtures: Application to the evaluation of nuclear power plant safety and to the assessment of circular error probable," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 304-315.
- Andrew M. Raim & Nagaraj K. Neerchal & Jorge G. Morel, 2017. "An approximation to the information matrix of exponential family finite mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 333-364, April.
- Melnykov, Volodymyr, 2013. "On the distribution of posterior probabilities in finite mixture models with application in clustering," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 175-189.
- Wan-Lun Wang & Tsung-I Lin, 2020. "Automated learning of mixtures of factor analysis models with missing information," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 1098-1124, December.
- Teng Fei & John Hanfelt & Limin Peng, 2023. "Evaluating the association between latent classes and competing risks outcomes with multiphenotype data," Biometrics, The International Biometric Society, vol. 79(1), pages 488-501, March.
- Adrian O’Hagan & Thomas Brendan Murphy & Luca Scrucca & Isobel Claire Gormley, 2019. "Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap," Computational Statistics, Springer, vol. 34(4), pages 1779-1813, December.
- Ivana Malá, 2015. "Vícerozměrný pravděpodobnostní model rozdělení příjmů českých domácností [Multivariate Probability Model For Incomes of the Czech Households]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(7), pages 895-908.
- Strebel, Oliver, 2022. "Tutorial on the expectation maximization algorithm for mixture distributions," OSF Preprints dnm72, Center for Open Science.
- Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee, 2014. "Bayesian approach for mixture models with grouped data," Computational Statistics, Springer, vol. 29(5), pages 1025-1043, October.
- Diani, Cecilia & Galimberti, Giuliano & Soffritti, Gabriele, 2022. "Multivariate cluster-weighted models based on seemingly unrelated linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 171(C).
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.
- Cheng, Ya-Shan & Peng, Chien-Yu, 2012. "Integrated Degradation Models in R Using iDEMO," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 49(i02).
- Kenichi Hayashi, 2018. "Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 315-339, June.
- Wang, Wan-Lun, 2013. "Mixtures of common factor analyzers for high-dimensional data with missing information," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 120-133.
- Melnykov, Volodymyr & Zhu, Xuwen, 2018. "On model-based clustering of skewed matrix data," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 181-194.
- Wan-Lun Wang & Tsung-I Lin, 2022. "Robust clustering via mixtures of t factor analyzers with incomplete data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(3), pages 659-690, September.
- Otilia Boldea & Alastair R. Hall, 2009.
"Estimation and Inference in Unstable Nonlinear Least Squares Models,"
Centre for Growth and Business Cycle Research Discussion Paper Series
126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
Cited by:
- Boldea, Otilia & Hall, Alastair R., 2013.
"Estimation and inference in unstable nonlinear least squares models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
- Val鲩e Chouard & Daniel Fuentes Castro & Delphine Irac & Matthieu Lemoine, 2014.
"Assessing the losses in euro area potential productivity due to the financial crisis,"
Applied Economics, Taylor & Francis Journals, vol. 46(23), pages 2711-2720, August.
- Chouard, V. & Fuentes Castro, D. & Irac, D. & Lemoine, M., 2013. "Assessing the losses in euro area potential productivity due to the financial crisis," Working papers 468, Banque de France.
- KUROZUMI, Eiji & 黒住, 英司 & YAMAMOTO, Yohei & 山本, 庸平, 2015.
"Confidence Sets for the Break Date Based on Optimal Tests,"
Discussion Papers
2015-01, Graduate School of Economics, Hitotsubashi University.
- Eiji Kurozumi & Yohei Yamamoto, 2015. "Confidence sets for the break date based on optimal tests," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 412-435, October.
- Otilia Boldea & Alastair R. Hall, 2013. "Testing structural stability in macroeconometric models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 9, pages 206-228, Edward Elgar Publishing.
- Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Cizek, Pavel & Koo, Chao, 2017.
"Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series,"
Other publications TiSEM
c849e96f-3ad1-461e-96c6-f, Tilburg University, School of Economics and Management.
- Čížek, Pavel & Koo, Chao Hui, 2021. "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, vol. 19(C), pages 58-96.
- Cizek, Pavel & Koo, Chao, 2017. "Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series," Discussion Paper 2017-017, Tilburg University, Center for Economic Research.
- Hall Alastair & Sakkas Nikolaos, 2013. "Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 53-67, July.
- Koo, Chao, 2018. "Essays on functional coefficient models," Other publications TiSEM ba87b8a5-3c55-40ec-967d-9, Tilburg University, School of Economics and Management.
- Pavel Yaskov, 2010. "Testing for predictive ability in the presence of structural breaks (in Russian)," Quantile, Quantile, issue 8, pages 127-135, July.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS,"
MPRA Paper
9472, University Library of Munich, Germany.
- Otilia Boldea & Alastair Hall & Sanggohn Han, 2012. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
- Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
Cited by:
- Boldea, Otilia & Hall, Alastair R., 2013.
"Estimation and inference in unstable nonlinear least squares models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Badi Baltagi & Qu Feng & Chihwa Kao, 2019.
"Structural Changes in Heterogeneous Panels with Endogenous Regressors,"
Center for Policy Research Working Papers
214, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Qu Feng & Chihwa Kao, 2019. "Structural changes in heterogeneous panels with endogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 883-892, September.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Perron, Pierre & Yamamoto, Yohei, 2014.
"A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls,"
Econometric Theory, Cambridge University Press, vol. 30(2), pages 491-507, April.
- Pierre Perron & Yohei Yamamoto, 2011. "A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS," Boston University - Department of Economics - Working Papers Series WP2011-054, Boston University - Department of Economics.
- KUROZUMI, Eiji & 黒住, 英司 & YAMAMOTO, Yohei & 山本, 庸平, 2015.
"Confidence Sets for the Break Date Based on Optimal Tests,"
Discussion Papers
2015-01, Graduate School of Economics, Hitotsubashi University.
- Eiji Kurozumi & Yohei Yamamoto, 2015. "Confidence sets for the break date based on optimal tests," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 412-435, October.
- Neil Kellard & Denise Osborn & Jerry Coakley & Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015.
"Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 741-762, September.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013. "Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares," Economics Discussion Paper Series 1328, Economics, The University of Manchester.
- Pierre Perron & Yohei Yamamoto, 2008. "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series wp2008-017, Boston University - Department of Economics.
- Pierre Perron & Yohei Yamamoto, 2015.
"Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 119-144, January.
- Pierre Perron & Yohei Yamamoto, 2011. "Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series WP2011-053, Boston University - Department of Economics.
- Otilia Boldea & Alastair R. Hall, 2013. "Testing structural stability in macroeconometric models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 9, pages 206-228, Edward Elgar Publishing.
- Mahjus Ekananda, 2022. "The Nonlinear Impact of Payment System Innovation on Financial System Stability in the ASEAN-4 Countries," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 68, pages 114-131, Desember.
- Ping Yu & Peter C.B. Phillips, 2014.
"Threshold Regression with Endogeneity,"
Cowles Foundation Discussion Papers
1966, Cowles Foundation for Research in Economics, Yale University.
- Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
- Bertille Antoine & Otilia Boldea, 2015. "Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve," Discussion Papers dp15-04, Department of Economics, Simon Fraser University, revised 25 Aug 2016.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Eckert, C. & J. Hohberger (Jan) & Franses, Ph.H.B.F., 2022. "Gaussian Copula Regression in the Presence of Thresholds," Econometric Institute Research Papers 2022-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- De Lipsis Vincenzo, 2021. "Dating Structural Changes in UK Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 509-539, June.
- Yu, Ping, 2013. "Inconsistency of 2SLS estimators in threshold regression with endogeneity," Economics Letters, Elsevier, vol. 120(3), pages 532-536.
- Qian, Junhui & Su, Liangjun, 2014. "Structural change estimation in time series regressions with endogenous variables," Economics Letters, Elsevier, vol. 125(3), pages 415-421.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Inference regarding multiple structural changes in linear models estimated via two stage least squares,"
MPRA Paper
9251, University Library of Munich, Germany, revised 20 Jun 2008.
Cited by:
- Pierre Perron & Yohei Yamamoto, 2015.
"Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 119-144, January.
- Pierre Perron & Yohei Yamamoto, 2011. "Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series WP2011-053, Boston University - Department of Economics.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS,"
MPRA Paper
9472, University Library of Munich, Germany.
- Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
- Otilia Boldea & Alastair Hall & Sanggohn Han, 2012. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
- Pierre Perron & Yohei Yamamoto, 2015.
"Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 119-144, January.
Articles
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020.
"Change point estimation in panel data with time‐varying individual effects,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
See citations under working paper version above.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018. "Change Point Estimation in Panel Data with Time-Varying Individual Effects," Papers 1808.03109, arXiv.org.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019.
"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
See citations under working paper version above.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Antoine, Bertille & Boldea, Otilia, 2018.
"Efficient estimation with time-varying information and the New Keynesian Phillips Curve,"
Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
Cited by:
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020. "Time-Varying Instrumental Variable Estimation," Working Papers 911, Queen Mary University of London, School of Economics and Finance.
- Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
- Regis Barnichon & Geert Mesters, 2020.
"Identifying Modern Macro Equations with Old Shocks,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2255-2298.
- Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
- Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona School of Economics.
- Barnichon, Regis & Mesters, Geert, 2019. "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers 13765, C.E.P.R. Discussion Papers.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Rothfelder, Mario & Boldea, Otilia, 2016.
"Testing for a Threshold in Models with Endogenous Regressors,"
Discussion Paper
2016-029, Tilburg University, Center for Economic Research.
- Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
- Mario P. Rothfelder & Otilia Boldea, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Papers 2207.10076, arXiv.org.
- Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
- Bertille Antoine & Otilia Boldea & Niccolo Zaccaria, 2024. "Efficient two-sample instrumental variable estimators with change points and near-weak identification," Papers 2406.17056, arXiv.org.
- Aquino, Juan, 2019. "The Small Open Economy New-Keynesian Phillips Curve: Specification, Structural Breaks and Robustness," Working Papers 2019-019, Banco Central de Reserva del Perú.
- Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020.
"Time-Varying Instrumental Variable Estimation,"
CEPR Discussion Papers
15210, C.E.P.R. Discussion Papers.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018.
"Structural Break Tests Robust to Regression Misspecification,"
Econometrics, MDPI, vol. 6(2), pages 1-39, May.
See citations under working paper version above.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Poghosyan, Karen & Boldea, Otilia, 2013.
"Structural versus matching estimation: Transmission mechanisms in Armenia,"
Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
See citations under working paper version above.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
- Boldea, Otilia & Hall, Alastair R., 2013.
"Estimation and inference in unstable nonlinear least squares models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
See citations under working paper version above.
- Otilia Boldea & Alastair R. Hall, 2009. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 126, Economics, The University of Manchester.
- Boldea, Otilia & Hall, Alastair R., 2010. "Estimation and inference in unstable nonlinear least squares models," MPRA Paper 23150, University Library of Munich, Germany.
- Otilia Boldea & Alastair R. Hall, 2012. "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series 174, Economics, The University of Manchester.
- Otilia Boldea & Alastair Hall & Sanggohn Han, 2012.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS,"
Econometric Reviews, Taylor & Francis Journals, vol. 31(1), pages 1-33.
See citations under working paper version above.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany.
- Boldea, O. & Hall, A.R. & Han, S., 2012. "Asymptotic distribution theory for break point estimators in models estimated via 2SLS," Other publications TiSEM 2e2fbb75-c4ff-4279-8243-e, Tilburg University, School of Economics and Management.
- Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2012.
"Inference regarding multiple structural changes in linear models with endogenous regressors,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 281-302.
See citations under working paper version above.
- Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009. "Inference regarding multiple structural changes in linear models with endogenous regressors," Centre for Growth and Business Cycle Research Discussion Paper Series 125, Economics, The University of Manchester.
- Engwerda, J. & Boldea, O. & Michalak, T. & Plasmans, J. & Salmah,, 2012.
"A simulation study of an ASEAN monetary union,"
Economic Modelling, Elsevier, vol. 29(5), pages 1870-1890.
Cited by:
- Poghosyan, Karen & Boldea, Otilia, 2013.
"Structural versus matching estimation: Transmission mechanisms in Armenia,"
Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
- Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
- Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
- Poghosyan, Karen & Boldea, Otilia, 2013.
"Structural versus matching estimation: Transmission mechanisms in Armenia,"
Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
- Boldea, Otilia & Magnus, Jan R., 2009.
"Maximum Likelihood Estimation of the Multivariate Normal Mixture Model,"
Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
See citations under working paper version above.
- Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
- Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
Chapters
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (13) 2008-06-27 2008-07-20 2009-10-24 2010-06-18 2014-07-13 2015-06-13 2015-06-20 2016-06-14 2016-09-11 2017-03-12 2018-08-27 2019-01-07 2022-08-15. Author is listed
- NEP-ORE: Operations Research (4) 2010-06-18 2015-06-20 2016-06-14 2019-11-18
- NEP-MAC: Macroeconomics (2) 2009-10-24 2019-11-18
- NEP-ETS: Econometric Time Series (1) 2019-01-07
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