Fixed-smoothing asymptotics in a two-step generalized method of moments framework (Q4615909)
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scientific article; zbMATH DE number 7008081
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| English | Fixed-smoothing asymptotics in a two-step generalized method of moments framework |
scientific article; zbMATH DE number 7008081 |
Statements
Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework (English)
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29 January 2019
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\(F\) distribution
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fixed-smoothing asymptotics
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heteroskedasticity and autocorrelation robustness
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increasing-smoothing asymptotics
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noncentral \(F\) test
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two-step GMM estimation
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0.8383246660232544
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0.8199353218078613
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0.7997747659683228
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0.7855551242828369
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