Concepedia

Sup-wald Test

The Sup-Wald Test is a statistical hypothesis test for detecting structural breaks in regression models, distinguished by its use of the supremum of a sequence of Wald statistics computed over all possible break points within a specified interval.

20

Publications

1.8K

Citations

31

Authors

31

Institutions

Publications per year

2017–2026

2

Variants

Supremum Wald Test

Parents

Publications

20

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*

Peter C.B. Phillips, Yangru Wu, Jun Yu · International Economic Review · 2011 · 1.1K citations · Full text

, , +14

Strucchange: An R Package for Testing for Structural Change in Linear Regression Models

DOAJ (DOAJ: Directory of Open Access Journals) · 2001 · 120 citations · Full text

, , +11

Testing for Threshold Effects in Regression Models

Sokbae Lee, Myung Hwan Seo, Youngki Shin · Journal of the American Statistical Association · 2011 · 103 citations

, , +16

WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE

Mohitosh Kejriwal, Pierre Perrón, Jing Zhou · Econometric Theory · 2012 · 53 citations

, , +16

Testing for a Structural Break at Unknown Date with Long‐memory Disturbances

Jonathan H. Wright · Journal of Time Series Analysis · 1998 · 48 citations

, , +13

1–5 of 20

Authors

31

  1. PP
    Pierre Perrón

    Boston University, United States

    4 publications · 102 citations

    4

    h-index

  2. YW
    Yangru Wu

    Rutgers, The State University of New Jersey, United States

    3 publications · 1.2K citations

    3

    h-index

  3. PC
    Peter C.B. Phillips

    Yale University, United States

    3 publications · 1.2K citations

    3

    h-index

  4. JY
    Jun Yu

    Singapore Management University, Singapore

    3 publications · 1.2K citations

    3

    h-index

  5. MK
    Mohitosh Kejriwal

    Purdue University West Lafayette, United States

    2 publications · 72 citations

    2

    h-index

1–5 of 31

Institutions

31

  1. Singapore Management University

    Singapore, Singapore

    4 h-index

    8 publications

    3.5K citations

  2. Boston University

    Boston, United States

    3 h-index

    3 publications

    49 citations

  3. Rutgers, The State University of New Jersey

    New Brunswick, United States

    2 h-index

    2 publications

    57 citations

  4. Cornell University

    Ithaca, United States

    2 h-index

    2 publications

    47 citations

  5. Hitotsubashi University

    Tokyo, Japan

    2 h-index

    2 publications

    30 citations

  6. Bay State College

    Boston, United States

    2 h-index

    2 publications

    33 citations

  7. University of Southampton

    Southampton, United Kingdom

    2 h-index

    2 publications

    57 citations

  8. Rutgers Sexual and Reproductive Health and Rights

    Utrecht, Netherlands

    2 h-index

    2 publications

    57 citations

1–8 of 31

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 85 citations

    4

    h-index

  2. Journal of Time Series Analysis

    3 publications · 81 citations

    3

    h-index

  3. Econometric Theory

    2 publications · 67 citations

    2

    h-index

  4. Econometric Reviews

    2 publications · 39 citations

    2

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 2 publications · 33 citations

    2

    h-index

1–5