Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Alastair R. Hall; Atsushi Inoue; Fernanda P. M. Peixe
| Year of publication: |
2003
|
|---|---|
| Authors: | Hall, Alastair R. ; Inoue, Atsushi ; Peixe, Fernanda P. M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 6, p. 962-983
|
| Subject: | Korrelation | Correlation | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001818930