On the public citation graph

Inference in Econometric Models with Structural Change

https://doi.org/10.7907/ej3f4-ywh67
0 signed · 47 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0165-1765(85)90051-5openalex-snapshot
A large-sample chow test for the linear simultaneous equation
inferredcites →https://doi.org/10.1016/0304-4076(82)90102-6openalex-snapshot
Misspecified models with dependent observations
inferredcites →https://doi.org/10.1016/0304-4076(84)90025-3openalex-snapshot
Model specification testing of time series regressions
inferredcites →https://doi.org/10.1017/s0266466600010434openalex-snapshot
Asymptotic Results for Generalized Wald Tests
inferredcites →https://doi.org/10.1017/s0266466600011117openalex-snapshot
A Unified Theory of Consistent Estimation for Parametric Models
inferredcites →https://doi.org/10.1017/s0266466600011233openalex-snapshot
New Ways to Prove Central Limit Theorems
inferredcites →https://doi.org/10.2307/1909556openalex-snapshot
The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
inferredcites →https://doi.org/10.2307/1912684openalex-snapshot
The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
inferredcites →https://doi.org/10.2307/1913568openalex-snapshot
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
inferredcites →https://doi.org/10.2307/2297101openalex-snapshot
Models with Several Regimes and Changes in Exogeneity
inferredcites →https://doi.org/10.3386/t0055openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3016233openalex-extracted
What Explains the Idiosyncratic Volatility in the Korean Stock Market?
inferred← citeshttps://doi.org/10.2139/ssrn.427741openalex-extracted
Inventory Dynamics and Business Cycles: What Has Changed?
inferred← citeshttps://doi.org/10.2139/ssrn.935971openalex-extracted
inferred← citeshttps://doi.org/10.1007/978-3-540-71297-8_37openalex-snapshot
Structural Breaks in Financial Time Series
inferred← citeshttps://doi.org/10.1007/s10640-015-9922-0openalex-snapshot
Testing the Assumptions and Predictions of the Hotelling Model
inferred← citeshttps://doi.org/10.1016/0165-1889(94)90051-5openalex-snapshot
Changes in seasonal patterns
inferred← citeshttps://doi.org/10.1016/0304-4076(90)90096-copenalex-snapshot
Are consumption-based intertemporal capital asset pricing models structural?
inferred← citeshttps://doi.org/10.1016/0304-4076(92)90082-3openalex-snapshot
Estimation of polynomial distributed lags and leads with end point constraints
inferred← citeshttps://doi.org/10.1016/0304-4076(92)90085-6openalex-snapshot
Finite-sample properties of single-equation estimators under structural change
inferred← citeshttps://doi.org/10.1016/0304-4076(93)90009-topenalex-snapshot
Induced seasonality and production-smoothing models of inventory behavior
inferred← citeshttps://doi.org/10.1016/0954-349x(92)90029-6openalex-snapshot
Testing for structural change in a linear simultaneous equations model under limited information
inferred← citeshttps://doi.org/10.1016/j.iref.2013.01.010openalex-snapshot
Expected monetary policy and the dynamics of bank lending rates
inferred← citeshttps://doi.org/10.1016/j.jeconom.2012.05.006openalex-snapshot
Inference regarding multiple structural changes in linear models with endogenous regressors
inferred← citeshttps://doi.org/10.1016/j.jeconom.2012.09.004openalex-snapshot
Estimation and inference in unstable nonlinear least squares models
inferred← citeshttps://doi.org/10.1016/s0169-7161(05)80050-1openalex-snapshot
15 Some aspects of generalized method of moments estimation
inferred← citeshttps://doi.org/10.1016/s0169-7161(05)80052-5openalex-snapshot
17 Generalized method of moments: Econometric applications
inferred← citeshttps://doi.org/10.1016/s0261-5606(98)00010-2openalex-snapshot
Structural change and asset pricing in emerging markets
inferred← citeshttps://doi.org/10.1016/s0954-349x(99)00011-9openalex-snapshot
Two further aspects of some new tests for structural stability
inferred← citeshttps://doi.org/10.1017/s0266466600013396openalex-snapshot
Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
inferred← citeshttps://doi.org/10.1017/s0266466603196041openalex-snapshot
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
inferred← citeshttps://doi.org/10.1080/07350015.1999.10524822openalex-snapshot
Structural Stability Testing in Models Estimated by Generalized Method of Moments
inferred← citeshttps://doi.org/10.1080/07474938.2011.607082openalex-snapshot
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
inferred← citeshttps://doi.org/10.1080/07474938.2014.944477openalex-snapshot
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
inferred← citeshttps://doi.org/10.1080/07474939108800204openalex-snapshot
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
inferred← citeshttps://doi.org/10.1080/1350485042000338662openalex-snapshot
Don’t break the habit: structural stability tests of consumption asset pricing models in the UK
inferred← citeshttps://doi.org/10.1111/1368-423x.00011openalex-snapshot
A framework for economic forecasting
inferred← citeshttps://doi.org/10.1111/1368-423x.t01-1-00071openalex-snapshot
Model selection tests for nonlinear dynamic models
inferred← citeshttps://doi.org/10.1111/j.0022-2879.2007.00037.xopenalex-snapshot
Inventory Dynamics and Business Cycles: What Has Changed?
inferred← citeshttps://doi.org/10.2139/ssrn.5385259openalex-snapshot
Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
inferred← citeshttps://doi.org/10.2307/1911058openalex-snapshot
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
inferred← citeshttps://doi.org/10.2307/1925535openalex-snapshot
International Evidence on the Demand for Money
inferred← citeshttps://doi.org/10.2307/2297408openalex-snapshot
Inference in Nonlinear Econometric Models with Structural Change
inferred← citeshttps://doi.org/10.2307/2526844openalex-snapshot
A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
inferred← citeshttps://doi.org/10.3386/w2106openalex-snapshot
International Evidence on the Demand for Money
inferred← citeshttps://doi.org/10.3386/w2280openalex-snapshot
Effects of the Changing U.S. Age Distribution on Macroeconomic Equations
inferred← citeshttps://doi.org/10.3386/w4660openalex-snapshot
What Determines Expected International Asset Returns?
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.