Misspecified Structural Change, Threshold, and Markov-switching models

By M. Carrasco. 2002

73 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/a3807d69bd56c93a9b9743d70c28c92618a0468c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Barbara Rossi
2. R. Giacomini
3. Todd E. Clark
4. Ò. Jordà
5. Kenneth S. Rogoff
6. Norman R. Swanson
7. Andrew J. Patton
8. Ken West

Citations in the corpus

• Detecting and Predicting Forecast Breakdowns (2009, methodology): “Regarding the relationship with structural break tests based on the approach of Chow’s (1960), Andrews (1993) and Andrews and Ploberger (1994), note that our fixed test could be related to a Chow’s type of test, whereas our recursive test could be related to an Andrews’ (1993) type of test.”