On the size distortion of tests after an overidentifying restrictions pretest
Year of publication: |
2012
|
---|---|
Authors: | Guggenberger, Patrik ; Kumar, Gitanjali |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 7, p. 1138-1160
|
Subject: | Schätzung | Estimation | Theorie | Theory | Statistischer Test | Statistical test |
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