Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794): Difference between revisions
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Revision as of 00:14, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix |
scientific article |
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Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (English)
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4 June 2014
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GMM
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kernel function
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KVB approach
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over-identifying restrictions
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robust test
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