Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Wei-Ming Lee; Chung-Ming Kuan; Yu-Chin Hsu
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Wei-Ming ; Kuan, Chung-ming ; Hsu, Yu-Chin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 181.2014, 2, p. 181-193
|
| Subject: | GMM | Kernel function | KVB approach | Over-identifying restrictions | Robust test | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010473309