Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors

By Hall Alastair R., Han Sanggohn, and Boldea Otilia
Journal of Econometrics (2012)

  • Otilia Boldea

    Tilburg University

    Netherlands

Created

October 1, 2013

Last update

October 1, 2013

Software

Matlab

Ranking

74

Visits

2329

Downloads

108

Description

This code consistently estimates multiple breaks in linear models with endogenous regressors, via the 2SLS criterion. It contains both an artificially generated DGP and real data to estimate break in the New Keynesian Phillips curve for US. Please read the readme file in the zip file attached for more info.

Too Much of a Good Thing?

International Journal of Research in Marketing (2019)

Gaustad Tarje, M. Bendik, Warlop Luk, and Fitzsimons Gavan J.

Evaluating marketplace synergies of ingredient brand alliances

International Journal of Research in Marketing (2018)

Bowman Douglas

Smart Systemic-Risk Scores

Working Paper (2018)

Benoit Sylvain

Shaping Consumer Preference Using Alignable Attributes: The Roles of Regulatory Orientation and Construal Level

International Journal of Research in Marketing (2018)

Sun Jin, Keh Hean Tat, and Lee Angela Y.

Backtesting Expected Shortfall via Multi-Quantile Regression

Working Paper (2018)

Couperier Ophélie and Leymarie Jérémy

Wealth Distribution with Random Discount Factors

Journal of Monetary Economics (2018)

Toda Alexis Akira

2018-09-07

Matlab

810

167

100

Targeting Online Display Ads: Choosing Their Frequency and Spacing

International Journal of Research in Marketing (2018)

Försch Steffen and de Haan Evert

Financial distress, refinancing, and debt structure

Journal of Banking and Finance (2018)

Yin Qie and Dudley Evan

On the Monetary Impact of Fashion Design Piracy

International Journal of Research in Marketing (2018)

Appel Gil, Libai Barak, and Muller Eitan

0 comment

Add comment

You need to log in to post a comment.