On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models
Year of publication: |
2014
|
---|---|
Authors: | Ouysse, Rachida |
Published in: |
Computational Statistics. - Springer. - Vol. 29.2014, 1, p. 233-261
|
Publisher: |
Springer |
Subject: | Continuously-updated GMM | Moving block bootstrap | Size and power of a test | Monte Carlo test | Criterion-based test | Consumption-based capital asset pricing model | Fast double bootstrap approximation |
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