Tests for changing mean with monotonic power

Techniques for Testing the Constancy of Regression Relationships Over Time

R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 4.9K citations

Summary Methods, Engineering, Data Science +14

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Engineering, Unknown Change Point, Economic Fluctuation +21

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations

Volatility Modeling, Parameter Estimation, Engineering +12

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

Testing Problem, Economics, Econometric Model +13

Tests for Parameter Instability in Regressions with 1(1) Processes

Bruce E. Hansen · Journal of Business and Economic Statistics · 1992 · 946 citations

Empirical Finance, Engineering, Robustness Testing +20