Guay, Alain; Lamarche, Jean-François - In: Econometric Theory 28 (2012) 06, pp. 1186-1228
This paper proposes Pearson-type statistics based on implied probabilities to detect structural change. The class of generalized empirical likelihood estimators (see Smith <xref>1997</xref>, <italic>The Economic Journal</italic>107, 503–519) assigns a set of implied probabilities to each observation such that moment...
