Tests for Violations of Moment Conditions
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- Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments,"
Journal of Econometrics,
Elsevier, vol. 115(1), pages 91-123, July.
- Eric Guysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers 61, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 1998. "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers 98s-19, CIRANO.
- Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
- Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
- Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
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