Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance
| Year of publication: |
2004
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|---|---|
| Authors: | Ahn, Seung C. ; Gadarowski, Christopher |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 11.2004, 1, p. 109-132
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