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Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach - MaRDI portal

Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512)

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scientific article; zbMATH DE number 7534708
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Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
scientific article; zbMATH DE number 7534708

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    Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (English)
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    31 May 2022
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    generalized empirical likelihood
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    moment condition models
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    parameter variation
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    structural instability
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