Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Year of publication: |
2003
|
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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: | Schätztheorie | Estimation theory |
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