Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability (Q4562545)

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scientific article; zbMATH DE number 6996507
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    Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
    scientific article; zbMATH DE number 6996507

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      COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (English)
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      21 December 2018
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