Asymptotic F tests under possibly weak identification
Julián Martínez-Iriarte, Yixiao Sun, Xuexin Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Martínez-Iriarte, Julián ; Sun, Yixiao ; Wang, Xuexin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 1, p. 140-177
|
| Subject: | Continuous updating GMM | F distribution | Fixed-smoothing asymptotics | Heteroskedasticity and autocorrelation robust variance | Weak identification | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482936