Inference regarding multiple structural changes in linear models with endogenous regressors

Journal of Econometrics

Volumn 170, Issue 2, 2012, Pages 281-302

  Hall, Alastair R ^a   Han, Sanggohn ^b   Boldea, Otilia ^c  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b SAS INSTITUTE INC   (United States)

^c TILBURG UNIVERSITY   (Netherlands)

Author keywords

Instrumental variables estimation; Multiple break points; Structural change

Indexed keywords

BREAK-POINTS; CONSISTENT ESTIMATORS; GENERALIZED METHOD OF MOMENTS; INSTRUMENTAL VARIABLES; MODEL-BASED OPC; MULTIPLE STRUCTURAL CHANGE; PHILLIPS CURVES; STRUCTURAL CHANGE; TWO STAGE LEAST SQUARES;

ESTIMATION;

PARAMETER ESTIMATION;

EID: 84865319833     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.006     Document Type: Conference Paper

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