Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability

Econometric Theory

Volumn 19, Issue 6, 2003, Pages 962-983

  Hall, Alastair R ^a   Inoue, Atsushi ^a   Peixe, Fernanda P M ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF ÉVORA   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242426481     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603196041     Document Type: Article

References (18)

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