COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
| Year of publication: |
2003
|
|---|---|
| Authors: | Hall, Alastair R. ; Inoue, Atsushi ; Peixe, Fernanda P.M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 6, p. 962-983
|