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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| English | 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 |
Statements
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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0.9071585536003112
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0.8410443067550659
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0.7941625714302063
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0.7776159048080444
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