Improving consistent moment selection procedures for generalized method of moments estimation (Q1934071)
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scientific article; zbMATH DE number 6131193
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| English | Improving consistent moment selection procedures for generalized method of moments estimation |
scientific article; zbMATH DE number 6131193 |
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Improving consistent moment selection procedures for generalized method of moments estimation (English)
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28 January 2013
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test of over-identifying restrictions
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test of subset of over-identifying restrictions
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consistent moment selection
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0.9380472302436828
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0.8443182110786438
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0.8443179130554199
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0.8307945132255554
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0.8295748829841614
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