Showing 1 - 4 of 4
This paper proposes Pearson-type statistics based on implied probabilities to detect structural change. The class of generalized empirical likelihood estimators (see Smith (1997)) assigns a set of probabilities to each observation such that moment conditions are satisfied. These restricted...
Persistent link: https://www.econbiz.de/10014213389
Persistent link: https://www.econbiz.de/10001106823
Persistent link: https://www.econbiz.de/10001549130
Persistent link: https://www.econbiz.de/10003071027