A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
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Publication:3357410
DOI10.2307/2526844zbMath0731.62156OpenAlexW2788046945MaRDI QIDQ3357410
Eric Ghysels, Alastair R. Hall
Publication date: 1990
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526844
generalized method of moments estimatorlocal alternativesasymptotic powerlocal powerdynamic, nonlinear simultaneous equation modelspredictive test for parameter stability of GMM estimates
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