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Testing distributional assumpt...
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1
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
Saved in:
2
Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
-
2014
Persistent link: https://www.econbiz.de/10010246721
Saved in:
3
A
GMM
-based test for normal disturbances of the Heckman sample selection model
Pfaffermayr, Michael
- In:
Econometrics : open access journal
2
(
2014
)
4
,
pp. 151-168
this assumption. Following Meijer and Wansbeek (2007), the present contribution derives a
GMM
-based pseudo-score LM test on …
Persistent link: https://www.econbiz.de/10010417177
Saved in:
4
A cautionary note on tests for overidentifying restrictions
Parente, Paulo M. D. C.
;
Silva, João Santos
-
2011
Persistent link: https://www.econbiz.de/10009423314
Saved in:
5
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:
6
Does illiquidity matter? : an errors-in-variables perspective
Racicot, François-Éric
;
Rentz, William F.
- In:
Estudios de economía aplicada : revista promovida por …
36
(
2018
)
1
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011972726
Saved in:
7
Tests of additional conditional moment restrictions
Parente, Paulo M. D. C.
;
Smith, Richard J.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897684
Saved in:
8
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
9
Portfolio efficiency tests with conditioning information : comparing
GMM
and GEL estimators
Vigo, Caio
;
Laurini, Márcio Poletti
-
2020
Persistent link: https://www.econbiz.de/10012312843
Saved in:
10
A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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