Finite sample properties of the GMM Anderson-Rubin test
Year of publication: |
2020
|
---|---|
Authors: | Bun, Maurice J. G. ; Farbmacher, Helmut ; Poldermans, Rutger W |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 10, p. 1042-1056
|
Subject: | Anderson and Rubin test | centering | degrees-of-freedom | generalized method of moments | Momentenmethode | Method of moments | Theorie | Theory | Statistischer Test | Statistical test |
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