Publications

Abi Morshed, A., Andreou, E. and Boldea, O. (2018). Structural Break Tests Robust to Regression Misspecification. Econometrics 6(2), 27. [Abstract and PDF]

Antoine, B. and Boldea, O. (2018). Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve. Journal of Econometrics 204,  268-300. [Abstract and PDF[Supplemental Appendix] [Code available upon request]


Boldea, O. and Hall, A.R. (2013). Estimation and Inference in Unstable NLS Models, Journal of Econometrics 172, 158–167.  [Abstract and PDF]  [Supplemental Appendix]


Boldea, O. and Hall, A.R. (2013). Testing Structural Stability in Macroeconometric Models, in: Hashimzade, N. and Thornton, M. (eds.), Handbook of Research Methods and Applications on Empirical Macroeconomics, Edward Elgar, UK, Ch. 9, pp. 206-228. [PDF]

Poghosyan, K. and Boldea, O. (2013). Structural versus Matching Estimation: Transmission Mechanisms for Armenia, Economic Modelling 30, 136–148. [Abstract and PDF]

Hall, A.R., Han, S. and Boldea, O. (2012). Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors, Journal of Econometrics 170, 281-302. [Abstract and PDF] [Supplemental Appendix] [Code]

Boldea, O., Hall, A.R. and Han, S.  (2012). Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS, Econometric Reviews 31, 1-33. [Abstract and PDF] [Code]

Engwerda,J.,  Boldea, O., Michalak, T., Plasmans J, and Salmah, S. (2012)A Simulation Study of an ASEAN Monetary UnionEconomic Modelling 29, 1870-1890. [Abstract and PDF]

Boldea, O. and Magnus, J.R. (2009). Maximum Likelihood Estimation of the Multivariate Normal Mixture ModelJournal of the American Statistical Association 104, 1539-1549. [Abstract and PDF] [Code Simulations;  Code Application]

Safley, C. , Boldea, O., and Fernandez, G. (2006). Estimated Costs of Producing, Harvesting, and Marketing Blackberries in the Southeastern United States, HortTechnology 16, 109-117. [PDF]


Selected working papers

Boldea, O., Cornea-Madeira, A. and Hall, A.R. (2018). Bootstrapping Structural Change Tests. 1st R&R[Abstract and PDF] 

Boldea, O., Drepper, B. and Gan, Z. (2018). Change Point Estimation in Panel Data with Time-Varying Individual Effects. [Abstract]

Rothfelder, M.P. and Boldea, O. (2018). Testing for a Threshold in Models with Endogenous Regressors. Under revision. [Abstract and PDF]

Antoine, B. and Boldea, O. (2015). Inference in Linear Models with Structural Changes and Mixed Identification Strength. [Abstract and PDF]