The limiting distribution of post-sample stability tests for GMM estimation when the potential break date is unknown
Year of publication: |
1997
|
---|---|
Authors: | Wright, Jonathan H. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 59.1997, 2, p. 299-303
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Forecasting Interest Rates with Shifting Endpoints
van Dijk, Dick, (2012)
-
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon, (2002)
-
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S., (2018)
- More ...