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Finite sample properties of the GMM Anderson-Rubin test
Bun, Maurice J. G.; Farbmacher, Helmut; Poldermans, Rutger W - In: Econometric reviews 39 (2020) 10, pp. 1042-1056
Persistent link: https://www.econbiz.de/10012406208
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Identification strength with a large number of moments
Han, Hyojin; Renault, Eric - In: Econometric reviews 39 (2020) 7, pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - 2020
Persistent link: https://www.econbiz.de/10012214073
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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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Small sample properties of generalized method of moments based Wald tests
Burnside, Craig; Eichenbaum, Martin S. - 1994
Persistent link: https://www.econbiz.de/10000888841
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Small sample properties of Generalized Method of Moments based Wald tests
Burnside, Craig; Eichenbaum, Martin S. - 1994
Persistent link: https://www.econbiz.de/10000895520
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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng - 1990
Persistent link: https://www.econbiz.de/10000802732
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Testing distributional inequalities and asymptotic bias
Song, Kyungchul (contributor) - 2008
Persistent link: https://www.econbiz.de/10003716905
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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767429