Neglected heterogeneity in moment condition models
The central concern of this paper is parameter heterogeneity in models specified by a number of unconditional or conditional moment conditions and thereby the provision of a framework for the development of apposite optimal m-tests against its potential presence. We initially consider the unconditio...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier,
2017-01-04T15:37:30Z.
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| Subjects: | |
| Online Access: | Get fulltext |