Approximate \(p\)-values of predictive tests for structural stability
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Publication:1292328
DOI10.1016/S0165-1765(99)00031-2zbMath1009.62595OpenAlexW2038490951MaRDI QIDQ1292328
Publication date: 21 June 1999
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00031-2
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- Large Sample Properties of Generalized Method of Moments Estimators
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Are consumption-based intertemporal capital asset pricing models structural?
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- Tests for Parameter Instability and Structural Change With Unknown Change Point
- A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Automatic Lag Selection in Covariance Matrix Estimation
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