U.S.-Austria Cooperative Research: Testing and Estimation ofModels with Structural Change

该奖项支持耶鲁大学的唐纳德·安德鲁斯教授， 在经济学研究与维尔纳Ploberger教授合作， 美国计量经济学和运筹学研究所 奥地利维也纳技术大学。 这些调查人员开始 1991年结构变化计量经济学联合研究 普洛伯格博士访问耶鲁大学。 他们拿出了两份文件 为未知情况建立新的最佳测试 用于测试问题时， 只出现在备选方案中。 既然普洛伯格博士 回到维也纳，他们建议继续合作， 研究重点是几个相关的主题。 这些措施包括：1） 进一步分析了最优检验的性质; 2） 多重结构变化检验的处理; 3） 断点;和4）似然比检验的不可接受性 这个背景。 这一共同努力将一位年轻的领导者 美国的计量经济学家和一位备受尊敬的欧洲经济学家 同事追求的理论和最先进的研究状态 应用经济学 这项合作研究可能会推动计量经济学和 理论和实践 将开发的方法包括 一些特别有用的应用经济学研究时，基本的 被分析的关系会发生巨大变化。 其中一个领域是 对经济影响的重要研究 全球气候变化

This award supports Professor Donald Andrews of Yale University to collaborate in economics research with Professor Werner Ploberger of the Institute of Econometrics and Operations Research of the Technical University of Vienna, Austria. These investigators began joint studies in the econometrics of structural change during a 1991 visit to Yale University by Dr. Ploberger. They produced two papers establishing new optimal tests for situations with an unknown changepoint and for testing problems when a nuisance parameter appears only under the alternative. Now that Dr. Ploberger has returned to Vienna, they propose to continue their collaborative research focusing on several related topics. These include: 1) further analysis of the properties of the optimal tests; 2) treatment of tests of multiple structural changes; 3) estimation of breakpoints; and 4) inadmissibility of likelihood ratio tests in this context. This joint effort links one of the leading young econometricians of the U.S. with a highly regarded European colleague to pursue state of the art research in theoretical and applied economics. This collaborative research is likely to advance both econometric theory and practice. Among the methods which will be developed are some especially useful for applied economics research when the basic relationships being analyzed change dramatically. One such area is the important research being done on the economic implications of global climate change.