Asymptotic F tests under possibly weak identi cation
Julián Martínez-Iriarte and Yixiao Sun (Department of Economics UC San Diego, USA), Xuexin Wang (School of Economics and WISE Xiamen University, China)
| Year of publication: |
March 9, 2019 ; This version: March 9, 2019
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| Authors: | Martínez-Iriarte, Julián ; Sun, Yixiao ; Wang, Xuexin |
| Institutions: | University of California, San Diego / Department of Economics (issuing body) |
| Publisher: |
San Diego : Department of Economics, UC San Diego |
| Subject: | Heteroskedasticity and autocorrelation robust variance | continuous updatingGMM | F distribution | fixed-smoothing asymptotics | weak identification | Theorie | Theory | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation | Robustes Verfahren | Robust statistics |
freely available
| Extent: | 1 Online-Ressource (circa 61 Seiten) Illustrationen |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987354