15 citations · 20 across the 9 of their papers we have counts for
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econ.EM2018★ 15 cited
Bootstrapping Structural Change Tests
Otilia Boldea, Adriana Cornea-Madeira, Alastair R. Hall
This paper analyses the use of bootstrap methods to test for parameter change in linear models estimated via Two Stage Least Squares (2SLS). Two types of test are considered: one w…
econ.EM2018★ 2 cited
Change Point Estimation in Panel Data with Time-Varying Individual Effects
Otilia Boldea, Bettina Drepper, Zhuojiong Gan
This paper proposes a method for estimating multiple change points in panel data models with unobserved individual effects via ordinary least-squares (OLS). Typically, in this sett…