Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases

DOI10.1016/j.jeconom.2006.03.007zbMath1360.62069OpenAlexW1973330482MaRDI QIDQ278490

Mehmet Caner

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.03.007

zbMATH Keywords

stabilityweak instrumentsconstrained CUEsequential empirical process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (7)

Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases ⋮ Nearly-singular design in GMM and generalized empirical likelihood estimators ⋮ PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION ⋮ STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA ⋮ Testing, Estimation in GMM and CUE with Nearly-Weak Identification ⋮ Estimation and inference in unstable nonlinear least squares models ⋮ Structural change tests for GEL criteria

Cites Work

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• GMM with Weak Identification
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• Testing Parameters in GMM Without Assuming that They Are Identified
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• Asymptotic Properties of Non-Linear Least Squares Estimators
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Unnamed Item

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