Bruce E. Hansen


Programs -- Structural Change Tests


"Tests for parameter instability in regressions with I(1) Processes." Journal of Business and Economic Statistics (1992). [Download].

"Testing for parameter instability in linear models." Journal of Policy Modeling (1992). [Download].

"Residual-based tests for cointegration in models with regime shifts." with Allan Gregory, Journal of Econometrics, (1996). [Download].

"Approximate asymptotic p-values for structural change tests." Journal of Business and Economic Statistics, (1997). [Download].

"Testing for structural change in conditional models." Journal of Econometrics, (2000). [Download].

"The new econometrics of structural change: Dating Changes in U.S. Labor Productivity." Journal of Economic Perspectives, (2001). [Download].