Computationally attractive stability tests for the efficient method of moments

DOI10.1111/1368-423x.00012OpenAlexW2132868331MaRDI QIDQ6166863

Unnamed Author

Publication date: 7 July 2023

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

Full work available at URL: https://doi.org/10.1111/1368-423x.00012

zbMATH Keywords

stochastic volatility modelsefficient method of momentsparameter updatesstructural stability tests with known breakpoint

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Structural change tests for simulated method of moments.

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