Robust GMM tests for structural breaks
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Publication:265111
DOI10.1016/j.jeconom.2004.09.006zbMath1336.62057OpenAlexW3123520831MaRDI QIDQ265111
Patrick Gagliardini, Giovanni Urga, Fabio Trojani
Publication date: 1 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/6523/files/trojani_JE_2005_2df.pdf
Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)
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Uses Software
Cites Work
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