Asymptotic F and t tests in an efficient GMM setting
Jungbin Hwang, Yixiao Sun
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Hwang, Jungbin ; Sun, Yixiao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 277-295
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| Subject: | Efficient GMM | F | distribution | Fixed-smoothing asymptotics | Heteroskedasticity and autocorrelation robust | t | Two-step GMM | Theorie | Theory | Momentenmethode | Method of moments | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2017.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818796