连续更新GMM中具有强、弱识别和完全未识别情况的有界关键结构变化检验

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

Journal of Econometrics · 2006
被引 20
人大 AABS 4
计量经济学结构变化检验GMM估计识别问题统计假设检验