Finite sample properties of the GMM Anderson-Rubin test
Maurice J.G. Bun, Helmut Farbmacher, and Rutger W. Poldermans
| Year of publication: |
2020
|
|---|---|
| Authors: | Bun, Maurice J. G. ; Farbmacher, Helmut ; Poldermans, Rutger W |
| Subject: | Anderson and Rubin test | centering | degrees-of-freedom | generalized method of moments | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1761149 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406208