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Small sample properties of GMM for business cycle analysis
Christiano, Lawrence J.
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Den Haan, Wouter J.
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1995
Persistent link: https://www.econbiz.de/10000934956
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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.
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Levin, Andrew T.
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1996
Persistent link: https://www.econbiz.de/10000945146
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.
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Levin, Andrew T.
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2000
Persistent link: https://www.econbiz.de/10001489979
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Apractitioners guide to robust covariance matrix estimation
Den Haan, Wouter J.
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1996
Persistent link: https://www.econbiz.de/10013453510
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