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Cited by
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This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Smith, Daniel R. 2006. Testing for Structural Breaks in GARCH Models. SSRN Electronic Journal,
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Allen, Jason 2007. Size matters: covariance matrix estimation under the alternative. The Econometrics Journal, Vol. 10, Issue. 3, p. 637.
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Lee, Wei-Ming and Kuan, Chung-Ming 2009. Testing Over-Identifying Restrictions Without Consistent Estimation of the Asymptotic Covariance Matrix. SSRN Electronic Journal,
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Hall, Alastair R. Han, Sanggohn and Boldea, Otilia 2012. Inference regarding multiple structural changes in linear models with endogenous regressors. Journal of Econometrics, Vol. 170, Issue. 2, p. 281.
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Guay, Alain and Lamarche, Jean-François 2012. STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA. Econometric Theory, Vol. 28, Issue. 6, p. 1186.
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Lee, Wei-Ming Kuan, Chung-Ming and Hsu, Yu-Chin 2014. Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix. Journal of Econometrics, Vol. 181, Issue. 2, p. 181.
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Hall, Alastair R. 2015. Econometricians Have Their Moments: GMM at 32. Economic Record, Vol. 91, Issue. S1, p. 1.
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
  • Volume 19, Issue 6
  • Alastair R. Hall (a1), Atsushi Inoue (a1) and Fernanda P.M. Peixe (a2)
  • DOI: https://doi.org/10.1017/S0266466603196041
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
  • Volume 19, Issue 6
  • Alastair R. Hall (a1), Atsushi Inoue (a1) and Fernanda P.M. Peixe (a2)
  • DOI: https://doi.org/10.1017/S0266466603196041
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
  • Volume 19, Issue 6
  • Alastair R. Hall (a1), Atsushi Inoue (a1) and Fernanda P.M. Peixe (a2)
  • DOI: https://doi.org/10.1017/S0266466603196041
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