Neglected heterogeneity in moment condition models
Year of publication: |
2014
|
---|---|
Authors: | Hahn, Jinyong ; Newey, Whitney K. ; Smith, Richard J. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, P1, p. 86-100
|
Publisher: |
Elsevier |
Subject: | GMM | GEL | Unconditional moments | Conditional moments | Score and LM tests | Information matrix equality |
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