Covariance Matrix Estimation And The Limiting Behavior Of The Overidentifying Restrictions Test In The Presence Of Neglected Structural Instability
No abstract is available for this item.
Volume (Year): 19 (2003)
Issue (Month): 06 (December)
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Web page: http://journals.cambridge.org/jid_ECT
- Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin, 2014.
"Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix,"
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- Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
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