✦ LIBER ✦

Small-Sample Bias in GMM Estimation of Covariance Structures

✍ Scribed by Joseph G. Altonji and Lewis M. Segal

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small sample bias properties of the syst

✍ Kazuhiko Hayakawa 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 148 KB

Identification of the covariance structu

✍ Aedín Doris, Donal O’Neill, Olive Sweetman 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 864 KB

Small-Sample Properties of Estimators of

✍ Todd E. Clark 📂 Article 📅 1996 🏛 American Statistical Association 🌐 English ⚖ 272 KB

On relative efficiency of quasi-MLE and

✍ Artem Prokhorov 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 163 KB

Systematic small sample bias in two regi

✍ Stephen Norman 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 483 KB

Small - sample correction factor of the

✍ Castaño-Tostado, Eduardo 📂 Article 📅 2000 🏛 Taylor and Francis Group 🌐 English ⚖ 351 KB