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Consistent Moment Selection
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Generalized method of moments
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test of over-identifying restrictions
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test of subset of over-identifying restrictions
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Chatelain, Jean-Bernard
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HAL
Cowles Foundation for Research in Economics, Yale University
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Department of Economics, University of Pennsylvania
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Centre for Microdata Methods and Practice (CEMMAP)
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Improving Consistent
Moment
Selection
Procedures for Generalized Method of Moments Estimation
Chatelain, Jean-Bernard
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HAL
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2007
This paper proposes consistent
moment
selection
procedures for generalized method of moments estimation based on the J …
Persistent link: https://www.econbiz.de/10010750451
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