Concepedia
Journal of Econometrics · 2010 · 220 citations · 30 references
Social SciencesEconomicsEconometricsPsychometricsConfigural InvarianceFactor AnalysisFactor ModelsStructural Break AnalysisStructural Equation ModelingStructural InvarianceBreak Point EstimationDynamic ModelsStructural Break ModelingStructural Break TestsStructural Breaks
30
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Halbert White · Econometrica · 1980 · 26.1K citations
Social Sciences, Economics, Econometrics +11
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations
Social Sciences, Economics, Econometrics +10
Estimating and Testing Linear Models with Multiple Structural Changes
Jushan Bai, Pierre Perrón · Econometrica · 1998 · 6K citations · Full text
Social Sciences, Economics, Change Measurement +13
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
Richard H. Clarida, Mark Gertler · The Quarterly Journal of Economics · 2000 · 4.7K citations
Social Sciences, Economics, Economic Policy +14
Tests for Parameter Instability and Structural Change With Unknown Change Point
Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations
Management, Business Economics, Change Measurement +14