Inference regarding multiple structural changes in linear models with endogenous regressors
Year of publication: |
2012
|
---|---|
Authors: | Hall, Alastair R. ; Han, Sanggohn ; Boldea, Otilia |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 170.2012, 2, p. 281-302
|
Publisher: |
Elsevier |
Subject: | Structural change | Multiple break points | Instrumental variables estimation |
-
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
Hausman, Jerry A., (2013)
-
Sargan's Instrumental Variable Estimation and GMM
Arellano, Manuel, (2002)
-
Cross-Section Regression with Common Shocks
Andrews, Donald W. K., (2003)
- More ...
-
Hall, Alastair R., (2008)
-
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
Hall, Alastair R., (2008)
-
Hall, Alastair R., (2008)
- More ...