Neglected heterogeneity in moment condition models

DOI10.1016/J.JECONOM.2013.08.009zbMath1293.62040OpenAlexW2095561577MaRDI QIDQ2512601

Richard J. Smith, Jinyong Hahn, Whitney K. Newey

Publication date: 7 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/106184

zbMATH Keywords

conditional momentsGMMGELunconditional momentsinformation matrix equalityscore and LM tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03)

Related Items (1)

LM Test of Neglected Correlated Random Effects and Its Application

Cites Work

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