Testing for structural stability in the whole sample

DOI10.1016/j.jeconom.2013.02.008zbMath1283.62033OpenAlexW3021590346MaRDI QIDQ2440388

Myung Hwan Seo, Javier Hidalgo

Publication date: 18 March 2014

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

Full work available at URL: http://sticerd.lse.ac.uk/dps/em/em558.pdf

zbMATH Keywords

structural stabilitystrong approximationextreme value distributionGMM

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Strong limit theorems (60F15)

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