Predictive tests for structural change with unknown breakpoint
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Publication:1377327
DOI10.1016/S0304-4076(97)00057-2zbMath0944.62121OpenAlexW2236724795MaRDI QIDQ1377327
Alain Guay, Eric Ghysels, Alastair R. Hall
Publication date: 24 September 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00057-2
tablesgeneralized method of momentsnonlinear modelsparameter variationoveridentifying restrictionsstructural stability testing
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
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Cites Work
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