Automatic positive semi-definite HAC covariance matrix and GMM estimation
Year of publication: |
2004
|
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Authors: | Smith, Richard J. |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Regression | Schätztheorie | GMM , HAC Covariance Matrix Estimation , Overidentifying Moments |
Series: | cemmap working paper ; CWP17/04 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2004.1704 [DOI] 477684491 [GVK] hdl:10419/79265 [Handle] RePEc:ifs:cemmap:17/04 [RePEc] |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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