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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng, (1990)
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank, (2001)
Small sample properties of generalized method of moments based Wald tests
Burnside, Craig, (1994)
[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Hall, Alastair R., (1997)
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R., (1986)
The information matrix test for the linear model
Hall, Alastair R., (1987)