{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,27]],"date-time":"2026-10-27T12:18:42Z","timestamp":1793103522943,"version":"4.5.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2001,2,7]],"date-time":"2001-02-07T00:00:00Z","timestamp":981504000000},"content-version":"unspecified","delay-in-days":6,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,2]]},"abstract":"<jats:p>This paper proposes nonparametric tests of change in the \ndistribution function of a time series. The limiting null \ndistributions of the test statistics depend on a nuisance \nparameter, and critical values cannot be tabulated a priori. \nTo circumvent this problem, a new simulation-based statistical \nmethod is developed. The validity of our simulation procedure \nis established in terms of size, local power, and test consistency. \nThe finite-sample properties of the proposed tests are evaluated \nin a set of Monte Carlo experiments, and the distributional \nstability in financial markets is examined.<\/jats:p>","DOI":"10.1017\/s0266466601171057","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"156-187","source":"Crossref","is-referenced-by-count":92,"title":["TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES"],"prefix":"10.1017","volume":"17","author":[{"given":"Atsushi","family":"Inoue","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2001,2,7]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601171057","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,9]],"date-time":"2019-04-09T20:10:26Z","timestamp":1554840626000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601171057\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2001,2]]}},"alternative-id":["S0266466601171057"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601171057","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,2]]}}}