منابع مشابه
Robust GMM tests for structural breaks
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Tests for model specification based on the generalized method of moments have been widely used in the literature. Most of the popular tests typically require estimators which are efficient under the hypotheses that models chosen for estimation are correctly specified. This paper develops alternative tests which can be obtained using any consistent estimator. In particular, the test statistics a...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2003
ISSN: 1556-5068
DOI: 10.2139/ssrn.524683