Tests for neglected heterogeneity in moment condition models
Year of publication: |
2011
|
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Authors: | Hahn, Jinyong ; Newey, Whitney K. ; Smith, Richard J. |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Momentenmethode | GMM | GEL | Unconditional Moments | Conditional Moments | Score and LM Tests | Information Matrix Equality |
Series: | cemmap working paper ; CWP26/11 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2011.2611 [DOI] 664338437 [GVK] hdl:10419/64703 [Handle] RePEc:ifs:cemmap:26/11 [RePEc] |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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