Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512): Difference between revisions

@@ Property / author @@
-Chris D. Orme
@@ Property / author: Chris D. Orme / rank @@
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@@ Property / author @@
+Chris D. Orme
@@ Property / author: Chris D. Orme / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474938.2014.944477
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+W2097012633
@@ Property / OpenAlex ID: W2097012633 / rank @@
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@@ Property / cites work @@
+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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+Inference in Nonlinear Econometric Models with Structural Change
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Q3687500
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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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+Information and entropy econometrics -- editor's view.
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+Q5461413
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+Testing for structural change in conditional models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Empirical likelihood methods with weakly dependent processes
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Q2756704
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+Empirical likelihood and general estimating equations
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+AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
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+GEL CRITERIA FOR MOMENT CONDITION MODELS
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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