Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Year of publication: |
2014
|
---|---|
Authors: | Lee, Wei-ming ; Kuan, Chung-ming ; Hsu, Yu-Chin |
Publisher: |
Taibei : Inst. of Economics |
Subject: | GMM | kernel function | KVB approach | over-identifying restrictions | robust test | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics |
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