Optimal Predictive Tests (Q4434415): Difference between revisions

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+MaRDI publication profile
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Predictive tests for structural change with unknown breakpoint
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+A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
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+Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Convergence of stochastic processes
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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