Browsing Titles index "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory"
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Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory
(Université de Montréal. Département de sciences économiques., 1987)In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That \"Taste and Technology\" Parameters Are Uncovered. the ...