GMM with many weak moment conditions: Re
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Helmut Farbmacher
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Article
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2011
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John Wiley and Sons
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English
β 141 KB
## SUMMARY In a recent article Newey and Windmeijer (Generalized method of moments with many weak moment conditions. __Econometrica__ 2009; **77**(3): 687β719) propose a new variance estimator for generalized empirical likelihood. In Monte Carlo examples they show that __t__βstatistics based on the