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Improvement in finite-sample properties of GMM-based Wald tests

✍ Scribed by Qihui Chen, Yu Ren

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small-Sample Properties of GMM-Based Wal

✍ Craig Burnside and Martin Eichenbaum 📂 Article 📅 1996 🏛 American Statistical Association 🌐 English ⚖ 551 KB

Improvement in finite sample properties

✍ Yu Ren; Katsumi Shimotsu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 576 KB

Small sample properties of the GMM speci

✍ Seung C. Ahn; Christopher Gadarowski 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 204 KB

EXACT FINITE-SAMPLE PROPERTIES OF A PRE-

✍ Srivastava, V. K. ;Giles, D. E. A. 📂 Article 📅 1984 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 514 KB

A simple modification to improve the fin

✍ Pierre Perron; Zhongjun Qu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 390 KB

Finite Sample Properties of the Maximum

✍ S. Michalek; M. Wagner; J. Timmer; W. Vach 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB 👁 2 views