Robust GMM tests for structural breaks (Q265111)
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scientific article; zbMATH DE number 6562077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust GMM tests for structural breaks |
scientific article; zbMATH DE number 6562077 |
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Robust GMM tests for structural breaks (English)
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1 April 2016
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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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0.8423587083816528
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0.8423587083816528
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0.8211067914962769
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0.8067486882209778
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0.803053617477417
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