✦ LIBER ✦

Improvement in finite sample properties of the Hansen–Jagannathan distance test

✍ Scribed by Yu Ren; Katsumi Shimotsu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small sample properties of the GMM speci

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

Improvement in finite-sample properties

✍ Qihui Chen, Yu Ren 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 229 KB

On the finite sample properties of pre-t

✍ Piras, Gianfranco; Prucha, Ingmar R. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 303 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 tests of the

✍ David C. Smith 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 218 KB