PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION

B-Tier
Journal: Econometric Theory
Year: 2011
Volume: 27
Issue: 2
Pages: 413-426

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Asymptotically pivotal structural change tests are developed for simultaneous equations with weakly identified parameters, extending the boundedly pivotal tests of Caner (2007, Journal of Econometrics 137, 28–67) by means of a simple reparametrization of the model.

Technical Details

RePEc Handle
repec:cup:etheor:v:27:y:2011:i:02:p:413-426_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25