| 000 | 01284nam a22002417a 4500 | ||
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| 003 | ZW-GwMSU | ||
| 005 | 20240403065859.0 | ||
| 008 | 240403b |||||||| |||| 00| 0 eng d | ||
| 040 |
_aMSU _bEnglish _cMSU _erda |
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| 050 | 0 | 0 | _aHB139.T52 ECO |
| 100 | 1 |
_aJuhl, Ted _eauthor |
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| 245 | 1 | 0 |
_aNonparametric tests of moment condition stability _cby Ted Juhl and Zhijie Xiao |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2013 |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aEconometric theory _vVolume 29, number 1 |
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| 520 | _aThis 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 | _aNonparametric statistics | ||
| 700 | 1 |
_aXiao Zhijie _eco-author |
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| 856 | _u10.1017/S0266466612000151 | ||
| 942 |
_2lcc _cJA |
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| 999 |
_c164618 _d164618 |
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