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: | en_US |
| Published: |
Elsevier
2017
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| Online Access: | http://hdl.handle.net/1721.1/106184 https://orcid.org/0000-0003-2699-4704 |