On the effect of weighting matrix in GMM specification test (Q313110)
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scientific article; zbMATH DE number 6625910
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| English | On the effect of weighting matrix in GMM specification test |
scientific article; zbMATH DE number 6625910 |
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On the effect of weighting matrix in GMM specification test (English)
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9 September 2016
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GMM
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over-identifying restriction test
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size distortion
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dynamic panel data model
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covariance structure model
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