This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, "American Mathematical Society Transactions" 54, 426 ...

Bin Chen, Yongmiao Hong, TESTING FOR SMOOTH STRUCTURAL CHANGES IN TIME SERIES MODELS VIA NONPARAMETRIC REGRESSION, Econometrica, Vol. 80, No. 3 (May 2012), pp. 1157-1183 ...

This course consists of two sections: Section 1 demonstrates linear regression to model the linear relationship between a response and predictor(s) when both the response and predictors are continuous ...

On the other hand, structural regression models deal with estimating the effects between latent factors. The general SEM consists of two models, the measurement model and the structural model.

The paper explores the nexus between the financial and business cycles in a semi-structural New Keynesian model with a financial accelerator, an active banking sector, and an endogenous ...