Testing for structural instability in moment restriction models : an info-metric approach
Year of publication: |
2015
|
---|---|
Authors: | Hall, Alastair R. ; Li, Yuyi ; Orme, Chris D. ; Sinko, Arthur |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 286-327
|
Subject: | Generalized empirical Iikelihood | Moment condition models | Parameter variation | Structural instability | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Statistischer Test | Statistical test |
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