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~person:"Lee, Wei-Ming"
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Lee, Wei-Ming
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1
Testing Over-
Identifying
Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix
Lee, Wei-Ming
;
Kuan, Chung-Ming
;
Hsu, Yu-Chin
-
Institute of Economics, Academia Sinica
-
2014
This paper extends Kiefer, Vogelsang, and Bunzel (2000) and Kiefer and Vogelsang (2002b) to propose a class of over-
identifying
…
Persistent link: https://www.econbiz.de/10010739165
Saved in:
2
Testing over-
identifying
restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
Saved in:
3
Testing over-
identifying
restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming
;
Kuan, Chung-Ming
;
Hsu, Yu-Chin
- In:
Journal of Econometrics
181
(
2014
)
2
,
pp. 181-193
We propose new over-
identifying
restriction (OIR) tests that are robust to heteroskedasticity and serial correlations …
Persistent link: https://www.econbiz.de/10010785290
Saved in:
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