On the effect of weighting matrix in GMM specification test (Q313110)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the effect of weighting matrix in GMM specification test |
scientific article; zbMATH DE number 6625910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effect of weighting matrix in GMM specification test |
scientific article; zbMATH DE number 6625910 |
Statements
On the effect of weighting matrix in GMM specification test (English)
0 references
9 September 2016
0 references
GMM
0 references
over-identifying restriction test
0 references
size distortion
0 references
dynamic panel data model
0 references
covariance structure model
0 references
