GMM with many weak moment conditions
Year of publication: |
2005
|
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Authors: | Newey, Whitney K. ; Windmeijer, Frank |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | GMM , Continuous Updating , Many Moments , Variance Adjustment |
Series: | cemmap working paper ; CWP18/05 |
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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.2005.1805 [DOI] 504343114 [GVK] hdl:10419/79343 [Handle] RePEc:ifs:cemmap:18/05 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C23 - Models with Panel Data |
Source: |
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