External bootstrap tests for parameter stability.

DOI10.1016/S0304-4076(02)00115-XzbMath1043.62102MaRDI QIDQ1858954

Miguel A. Delgado, Inmaculada Fiteni

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

empirical processesGMMexternal bootstrapnonlinear-in-variables modelsstructural stability tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Testing the adequacy of semiparametric transformation models ⋮ TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS ⋮ Validation tests for semi-parametric models

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