Structural change tests for GEL criteria
Year of publication: |
2018
|
---|---|
Authors: | Guay, Alain ; Lamarche, Jean-François |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 1000-1032
|
Subject: | Generalized empirical likelihood | generalized method of moments | parameter instability | weak identification | structural change | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Strukturwandel | Structural change | Strukturbruch | Structural break | Statistischer Test | Statistical test |
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