Small Sample Properties of Generalized Method of Moments Based Wald Tests
Year of publication: |
1994-05
|
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Authors: | Eichenbaum, Martin ; Burnside, Craig |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | EFG published as Burnside, Craig and Martin Eichenbaum. "Small-Sample Properties Of GMM-Based Wald Tests," Journal of Business and Economic Statistics, 1996, v14(3,Jul), 294-308. Number 0155 |
Classification: | C5 - Econometric Modeling ; C12 - Hypothesis Testing |
Source: |
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