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~person:"Hall, Alastair R."
~source:"econis"
~subject:"Structural instability"
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Structural instability
Estimation theory
49
Schätztheorie
49
Method of moments
16
Momentenmethode
16
Time series analysis
13
Zeitreihenanalyse
13
Theorie
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Theory
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Simulation
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Dynamic equilibrium
8
Dynamisches Gleichgewicht
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Impact assessment
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Wirkungsanalyse
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Structural break
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Strukturbruch
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IV-Schätzung
5
Instrumental variables
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Statistical theory
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Statistische Methodenlehre
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First-order identification failure
4
Induktive Statistik
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Statistical inference
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Generalized Method of Moments estimation
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Heteroscedasticity
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Heteroskedastizität
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Kleinste-Quadrate-Methode
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Least squares method
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Minimum-chi squared estimation
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Moment condition models
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Moment-based estimation
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Nichtlineare Regression
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Nonlinear regression
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Simulation-based estimation
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Statistical test
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Hall, Alastair R.
Kapetanios, George
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Li, Yuyi
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.
;
Li, Yuyi
;
Orme, Chris D.
;
Sinko, Arthur
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
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