Structural stability testing in models estimated by generalized method of moments

Journal of Business and Economic Statistics

Volumn 17, Issue 3, 1999, Pages 335-348

  Hall, Alastair R ^a   Sen, Amit ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b MISSOURI UNIVERSITY OF SCIENCE AND TECHNOLOGY   (United States)

Author keywords

Conditional capital asset pricing model; Functional misspecification; Identifying and overidentifying restrictions; Parameter variation

Indexed keywords

EID: 0033439568     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1999.10524822     Document Type: Article

References (20)

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