Covariance matrix estimation and the power of the overidentifying restrictions test
by Alastair R. Hall
| Year of publication: |
2000
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|---|---|
| Authors: | Hall, Alastair R. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 68.2000, 6, p. 1517-1527
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| Subject: | Theorie | Theory | Momentenmethode | Method of moments | Korrelation | Correlation | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometrica |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001527521