A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator (Q3357410): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2526844 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2788046945 / rank | |||
Normal rank | |||
Latest revision as of 18:06, 19 March 2024
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)
0 references
1990
0 references
generalized method of moments estimator
0 references
predictive test for parameter stability of GMM estimates
0 references
dynamic, nonlinear simultaneous equation models
0 references
local power
0 references
asymptotic power
0 references
local alternatives
0 references
