Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Donald W.K. Andrews, Patrik Guggenberger
| Year of publication: |
October 2017
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 5, p. 1046-1080
|
| Subject: | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466616000347 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011810250