Robust GMM tests for structural breaks (Q265111)

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Robust GMM tests for structural breaks
scientific article

    Statements

    title
    Robust GMM tests for structural breaks (English)
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    author
    Patrick Gagliardini
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    Fabio Trojani
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    Giovanni Urga
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    publication date
    1 April 2016
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    zbMATH Keywords
    robust tests
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    generalized method of moment
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    structural breaks
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    Monte Carlo
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    bootstrap
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    Identifiers

    Mathematics Subject Classification ID
    62F03
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    62F35
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    62F10
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    62F40
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    zbMATH DE Number
    6562077
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    OpenAlex ID
    W3123520831
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