Should We Go One Step Further? An Accurate Comparison of One-Step and Two-Step Procedures in a Generalized Method of Moments Framework
Year of publication: |
2015
|
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Authors: | Hwang, Jungbin |
Other Persons: | Sun, Yixiao (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity |
Extent: | 1 Online-Ressource (61 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 24, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2646326 [DOI] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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