Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases

Journal of Econometrics

Volumn 137, Issue 1, 2007, Pages 28-67

  Caner, Mehmet ^a  

^a UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Constrained CUE; Sequential empirical process; Stability; Weak instruments

Indexed keywords

COMPUTER SIMULATION; PARAMETER ESTIMATION; PROBLEM SOLVING; STABILITY; STOCHASTIC CONTROL SYSTEMS; STRUCTURAL ANALYSIS;

CONSTRAINED CUE; SEQUENTIAL EMPIRICAL PROCESS; STOCHASTIC EQUATIONS; WEAK INSTRUMENTS;

ROBUSTNESS (CONTROL SYSTEMS);

EID: 33846528977     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.03.007     Document Type: Article

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