End-of-Sample Instability Tests
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KeywordsInstrumental variables estimator; Least squares estimator; Parameter change; Structural instability test; Structural change;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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