Implements the generalized S tests from Magnusson and Mavroeidis (2014)'s "Identification using stability restrictions" which uses instability in the data generating process to generate additional moments, improving inference on the structural parameters of an economic model.
Implements the generalized S tests from Magnusson and Mavroeidis (2014)'s "Identification using stability restrictions" which uses instability in the data generating process to generate additional moments, improving inference on the structural parameters of an economic model.