Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics
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Bibliographic InfoPaper provided by UCLA Department of Economics in its series UCLA Economics Online Papers with number 357.
Date of creation: 10 Apr 2005
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Web page: http://www.econ.ucla.edu/
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-19 (All new papers)
- NEP-ECM-2006-02-19 (Econometrics)
- NEP-ETS-2006-02-19 (Econometric Time Series)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Frank Kleibergen, 2002.
"Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression,"
Econometric Society, vol. 70(5), pages 1781-1803, September.
- Frank Kleibergen, 2000. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Tinbergen Institute Discussion Papers 00-055/4, Tinbergen Institute.
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