Finite-sample corrected inference for two-step GMM in time series (Q2697990)
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English | Finite-sample corrected inference for two-step GMM in time series |
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Finite-sample corrected inference for two-step GMM in time series (English)
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14 April 2023
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generalized method of moments
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heteroskedasticity autocorrelated robust
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finite-sample correction
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fixed-smoothing asymptotics
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\(t\) and \(F\) tests
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