Approximate \(p\)-values of predictive tests for structural stability
type: Item
instance of: scholarly article
title: Approximate \(p\)-values of predictive tests for structural stability
zbMATH Open document ID: 1009.62595
DOI: 10.1016/S0165-1765(99)00031-2
author: Amit Sen
published in: Economics Letters
publication date: 1999-06-21T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1306082
zbMATH Keywords: GMM
zbMATH Keywords: predictive test
zbMATH Keywords: structural stability
describes a project that uses: nlmdl
MaRDI profile type: Publication
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point
cites work: Q3750826
cites work: A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
cites work: Are consumption-based intertemporal capital asset pricing models structural?
cites work: Predictive tests for structural change with unknown breakpoint
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
cites work: Automatic Lag Selection in Covariance Matrix Estimation
full work available at URL: s0165-1765(99)00031-2
OpenAlex ID: W2038490951
description: scientific article; zbMATH DE number 1306082