On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties

DOI10.1080/07474939608800341zbMath0850.62883OpenAlexW1983559026MaRDI QIDQ4883730

Hisashi Tanizaki, Shigeyuki Hamori, Shin-Ichi Kitasaka

Publication date: 20 November 1996

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939608800341

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Are consumption-based intertemporal capital asset pricing models structural?
• A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• Asset Prices in an Exchange Economy
• An intertemporal asset pricing model with stochastic consumption and investment opportunities

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