PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
Asymptotically pivotal structural change tests are developed for simultaneous equations with weakly identified parameters, extending the boundedly pivotal tests of Caner (2007, <italic>Journal of Econometrics</italic> 137, 28–67) by means of a simple reparametrization of the model.
Year of publication: |
2011
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Authors: | Caner, Mehmet |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 27.2011, 02, p. 413-426
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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