A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator (Q3357410): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator |
scientific article |
Statements
A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator (English)
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1990
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generalized method of moments estimator
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predictive test for parameter stability of GMM estimates
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dynamic, nonlinear simultaneous equation models
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local power
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asymptotic power
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local alternatives
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