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1
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
2
On the existence of moments : with an application to German stock returns
Runde, Ralf
;
Scheffner, Axel
-
1998
Persistent link: https://www.econbiz.de/10000672982
Saved in:
3
Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
Saved in:
4
Small sample properties of generalized method of moments based Wald tests
Burnside, Craig
;
Eichenbaum, Martin S.
-
1994
Persistent link: https://www.econbiz.de/10000888841
Saved in:
5
Model selection tests for moment inequality models
Shi, Xiaoxia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
Saved in:
6
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
7
Moment-based tests under parameter uncertainty
Bontemps, Christian
- In:
The review of economics and statistics
101
(
2019
)
1
,
pp. 146-159
Persistent link: https://www.econbiz.de/10012039390
Saved in:
8
A practical approach to testing calibration strategies
Cao, Yongquan
;
Gordon, Grey
- In:
Computational economics
53
(
2019
)
3
,
pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
Saved in:
9
Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen
;
Prokhorov, Artem
;
Qian, Hailong
- In:
Economics letters
171
(
2018
),
pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
Saved in:
10
Outer-product-of-gradients tests for spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
72
(
2018
),
pp. 35-57
Persistent link: https://www.econbiz.de/10012108383
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