Nonparametric tests of moment condition stability (Record no. 164618)
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| fixed length control field | 01284nam a22002417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240403065859.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240403b |||||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MSU |
| Language of cataloging | English |
| Transcribing agency | MSU |
| Description conventions | rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139.T52 ECO |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Juhl, Ted |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Nonparametric tests of moment condition stability |
| Statement of responsibility, etc. | by Ted Juhl and Zhijie Xiao |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013 |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| Carrier type code | nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Econometric theory |
| Volume/sequential designation | Volume 29, number 1 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper considers testing for moment condition instability for a wide variety of models that arise in econometric applications. We propose a nonparametric test based on smoothing the moment conditions over time. The resulting test takes the form of a U-statistic and has a limiting normal distribution. The proposed test statistic is not affected by changes in the distribution of the data, so long as certain simple regularity conditions hold. We examine the performance of the test through a small Monte Carlo experiment. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Nonparametric statistics |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Xiao Zhijie |
| Relator term | co-author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | 10.1017/S0266466612000151 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Date last seen | Copy number | Price effective from | Koha item type | Public note |
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| Library of Congress Classification | Main Library | Main Library | - Special Collections | 25/11/2013 | vol. 29, no. 1(pages 90-114) | HB139.T52 ECO | 03/04/2024 | SP17546 | 03/04/2024 | Journal Article | For In house Use |