Testing in GMM models without truncation
Year of publication: |
2003
|
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Authors: | Vogelsang, Timothy J. |
Published in: |
Maximum likelihood estimation of misspecified models : twenty years later ; 17. - Amsterdam : Elsevier, JAI, ISBN 0-7623-1075-8. - 2003, p. 199-233
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity |
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