Structural change tests for GEL criteria (Q5860890): Difference between revisions

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+GMM, GEL, Serial Correlation, and Asymptotic Bias
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
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+Predictive tests for structural change with unknown breakpoint
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+Optimal Predictive Tests
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+Normal rank
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+STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
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+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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+Generalized empirical likelihood tests in time series models with potential identification failure
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+Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
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+Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+Testing for weak identification in possibly nonlinear models
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Testing Parameters in GMM Without Assuming that They Are Identified
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
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+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+Normal rank
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+Empirical likelihood and general estimating equations
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+Point estimation with exponentially tilted empirical likelihood
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+GEL CRITERIA FOR MOMENT CONDITION MODELS
@@ Property / cites work: GEL CRITERIA FOR MOMENT CONDITION MODELS / rank @@
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+Applications of Differential Geometry to Econometrics
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
+Normal rank
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+Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
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+DETECTING LACK OF IDENTIFICATION IN GMM
@@ Property / cites work: DETECTING LACK OF IDENTIFICATION IN GMM / rank @@
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