Pages that link to "Item:Q3357410"
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The following pages link to A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator (Q3357410):
Displaying 25 items.
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Robust GMM tests for structural breaks (Q265111) (← links)
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- Optimal Predictive Tests (Q4434415) (← links)
- COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
- On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (Q4883730) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
- Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- Tests of equal forecast accuracy and encompassing for nested models (Q5952027) (← links)
