Structural stability testing in models estimated by generalized method of moments
Alastair R. Hall; Amit Sen
| Year of publication: |
1999
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|---|---|
| Authors: | Hall, Alastair R. ; Sen, Amit |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 17.1999, 3, p. 335-348
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| Subject: | CAPM | Statistischer Test | Statistical test | Strukturbruch | Structural break | Theorie | Theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001410716