Robust GMM tests for structural breaks
Patrick Gagliardini, Fabio Trojani, Giovanni Urga
| Year of publication: |
2005
|
|---|---|
| Authors: | Gagliardini, Patrick ; Trojani, Fabio ; Urga, Giovanni |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 129.2005, 1/2, p. 139-182
|
| Subject: | Robustes Verfahren | Robust statistics | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003172760