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Latest revision as of 11:10, 12 July 2024

scientific article
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Simple and powerful GMM over-identification tests with accurate size
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    Simple and powerful GMM over-identification tests with accurate size (English)
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    15 August 2016
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    \(F\)-distribution
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    heteroscedasticity and autocorrelation robust
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    long-run variance
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    over-identification test
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    robust standard error
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    series estimator
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