Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
DOI10.1016/J.JECONOM.2006.03.007zbMATH Open1360.62069OpenAlexW1973330482MaRDI QIDQ278490FDOQ278490
Authors: Mehmet Caner 
Publication date: 2 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.03.007
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Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Mixing: Properties and examples
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- GMM with Weak Identification
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Cube root asymptotics
- An introduction to econometric applications of empirical process theory for dependent random variables
- Invariance principles for absolutely regular empirical processes
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
- Title not available (Why is that?)
- Testing Parameters in GMM Without Assuming that They Are Identified
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
Cited In (9)
- Robust GMM tests for structural breaks
- Structural change tests for GEL criteria
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
- Nearly-singular design in GMM and generalized empirical likelihood estimators
- Structural change tests based on implied probabilities for gel criteria
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION
- Estimating and testing for smooth structural changes in moment condition models
- Estimation and inference in unstable nonlinear least squares models
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