A two‐step procedure for testing partial parameter stability in cointegrated regression models

Testing for Parameter Stability in Dynamic Models across Frequencies∗

This paper contributes to the econometric literature on structural breaks by proposing a test for parameter stability in VAR models at a particular frequency ω, where ω ∈ [0, π]. When a dynamic model is affected by a structural break, the new tests allow for detecting which frequencies of the data are responsible for parameter instability. If the model is locally stable at the frequencies of in...

Testing Stability of Regression Discontinuity Models∗

Regression discontinuity (RD) models are commonly used to nonparametrically identify and estimate a local average treatment e ect. Dong and Lewbel (2015) show how a derivative of this e ect, called TED (Treatment E ect Derivative) can be estimated. We argue here that TED should be employed in most RD applications, as a way to assess the stability and hence external validity of RD estimates. Clo...

A NEW APPROACH FOR PARAMETER ESTIMATION IN FUZZY LOGISTIC REGRESSION

Logistic regression analysis is used to model categorical dependent variable. It is usually used in social sciences and clinical research. Human thoughts and disease diagnosis in clinical research contain vagueness. This situation leads researchers to combine fuzzy set and statistical theories. Fuzzy logistic regression analysis is one of the outcomes of this combination and it is used in situa...

Tests for Parameter Constancy in Regression Models

Regression Testing for Visual Models

In this paper, we present a set of Eclipse plug-ins which adapts the idea of regression testing for the area of visual modelling in software engineering: Expected properties of models in languages such as UML, BPMN, etc. are stored together with the model (comparable with test cases added to software). With each change of the model, these properties can be checked. The solution should work with...