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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)
The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H., (1993)
Detecting lack of identification in GMM
Wright, Jonathan H., (2000)
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns