On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715): Difference between revisions
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Revision as of 00:50, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification |
scientific article |
Statements
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (English)
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5 March 2015
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continuously-updated GMM
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moving block bootstrap
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size and power of a test
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Monte Carlo test
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criterion-based test
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consumption-based capital asset pricing model
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fast double bootstrap approximation
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