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 University Press. - Vol. 19.2003, 06, p. 962-983
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |