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

Mehmet Caner ()

Journal of Econometrics, 2007, vol. 137, issue 1, pages 28-67

Date: 2007
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Working Paper: Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:137:y:2007:i:1:p:28-67

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