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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
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The large sample behaviour of the generalized method of moments estimator in misspecified models
Hall, Alastair R.; Inoue, Atsushi - In: Journal of econometrics 114 (2003) 2, pp. 361-394
Persistent link: https://www.econbiz.de/10001750821