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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2010) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10008881748
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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P.M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10006966505