Details about Otilia Boldea

Access statistics for papers by Otilia Boldea.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pbo311

Working Papers

2024

1. Efficient two-sample instrumental variable estimators with change points and near-weak identification
   Papers, arXiv.org

2022

2. Testing for a Threshold in Models with Endogenous Regressors
   Other publications TiSEM, Tilburg University, School of Economics and Management
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2019) View citations (1)
   Discussion Paper, Tilburg University, Center for Economic Research (2019) View citations (1)
   Discussion Paper, Tilburg University, Center for Economic Research (2016) View citations (4)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2016) View citations (3)
   Papers, arXiv.org (2022)

2018

3. Bootstrapping Structural Change Tests
   Papers, arXiv.org View citations (2)
   Also in Economics Discussion Paper Series, Economics, The University of Manchester (2017) View citations (2)
   See also Journal Article Bootstrapping structural change tests, Journal of Econometrics, Elsevier (2019) View citations (8) (2019)
4. Change Point Estimation in Panel Data with Time-Varying Individual Effects
   Papers, arXiv.org View citations (2)
   See also Journal Article Change point estimation in panel data with time‐varying individual effects, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (5) (2020)

2016

5. Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve
   Discussion Papers, Department of Economics, Simon Fraser University View citations (8)
6. Structural Break Tests Robust to Regression Misspecification
   Other publications TiSEM, Tilburg University, School of Economics and Management
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2016)
   See also Journal Article Structural Break Tests Robust to Regression Misspecification, Econometrics, MDPI (2018) View citations (1) (2018)

2015

7. Inference in linear models with structural changes and mixed identification strength
   Discussion Papers, Department of Economics, Simon Fraser University View citations (6)

2014

8. Efficient Inference with Time-Varying Identification Strength
   Discussion Papers, Department of Economics, Simon Fraser University

2012

9. Asymptotic distribution theory for break point estimators in models estimated via 2SLS
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (18)
   Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (8)
   See also Journal Article Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS, Econometric Reviews, Taylor & Francis Journals (2012) View citations (18) (2012)
10. Estimation and Inference in Unstable Nonlinear Least Squares Models
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (2)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2009)
    See also Journal Article Estimation and inference in unstable nonlinear least squares models, Journal of Econometrics, Elsevier (2013) View citations (13) (2013)

2011

11. A Simulation Study of an ASEAN Monetary Union (Replaces CentER DP 2010-100)
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
12. Structural versus Matching Estimation: Transmission Mechanisms in Armenia
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011)
    See also Journal Article Structural versus matching estimation: Transmission mechanisms in Armenia, Economic Modelling, Elsevier (2013) View citations (1) (2013)

2009

13. Inference regarding multiple structural changes in linear models with endogenous regressors
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (1)
    See also Journal Article Inference regarding multiple structural changes in linear models with endogenous regressors, Journal of Econometrics, Elsevier (2012) View citations (65) (2012)
14. Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    MPRA Paper, University Library of Munich, Germany View citations (30)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) View citations (29)
    See also Journal Article Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, Journal of the American Statistical Association, American Statistical Association (2009) View citations (30) (2009)

2008

15. Inference regarding multiple structural changes in linear models estimated via two stage least squares
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2023

1. Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model
   The Econometrics Journal, 2023, 26, (3), 444-466

2020

2. Change point estimation in panel data with time‐varying individual effects
   Journal of Applied Econometrics, 2020, 35, (6), 712-727 View citations (5)
   See also Working Paper Change Point Estimation in Panel Data with Time-Varying Individual Effects, Papers (2018) View citations (2) (2018)

2019

3. Bootstrapping structural change tests
   Journal of Econometrics, 2019, 213, (2), 359-397 View citations (8)
   See also Working Paper Bootstrapping Structural Change Tests, Papers (2018) View citations (2) (2018)

2018

4. Efficient estimation with time-varying information and the New Keynesian Phillips Curve
   Journal of Econometrics, 2018, 204, (2), 268-300 View citations (12)
5. Structural Break Tests Robust to Regression Misspecification
   Econometrics, 2018, 6, (2), 1-39 View citations (1)
   See also Working Paper Structural Break Tests Robust to Regression Misspecification, Other publications TiSEM (2016) (2016)

2013

6. Estimation and inference in unstable nonlinear least squares models
   Journal of Econometrics, 2013, 172, (1), 158-167 View citations (13)
   See also Working Paper Estimation and Inference in Unstable Nonlinear Least Squares Models, Centre for Growth and Business Cycle Research Discussion Paper Series (2012) (2012)
7. Structural versus matching estimation: Transmission mechanisms in Armenia
   Economic Modelling, 2013, 30, (C), 136-148 View citations (1)
   See also Working Paper Structural versus Matching Estimation: Transmission Mechanisms in Armenia, Other publications TiSEM (2011) (2011)

2012

8. A simulation study of an ASEAN monetary union
   Economic Modelling, 2012, 29, (5), 1870-1890 View citations (2)
9. Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
   Econometric Reviews, 2012, 31, (1), 1-33 View citations (18)
   See also Working Paper Asymptotic distribution theory for break point estimators in models estimated via 2SLS, Other publications TiSEM (2012) View citations (18) (2012)
10. Inference regarding multiple structural changes in linear models with endogenous regressors
    Journal of Econometrics, 2012, 170, (2), 281-302 View citations (65)
    See also Working Paper Inference regarding multiple structural changes in linear models with endogenous regressors, Centre for Growth and Business Cycle Research Discussion Paper Series (2009) View citations (1) (2009)

2009

11. Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    Journal of the American Statistical Association, 2009, 104, (488), 1539-1549 View citations (30)
    See also Working Paper Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, MPRA Paper (2009) View citations (30) (2009)

Chapters

2013

1. Testing structural stability in macroeconometric models
   Chapter 9 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 206-228