Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators (Q4895051)
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scientific article; zbMATH DE number 934145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators |
scientific article; zbMATH DE number 934145 |
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Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators (English)
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19 January 1997
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block bootstrap
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Edgeworth expansion
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\(t\) tests
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Monte Carlo experiments
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generalized-method-of-moments estimators
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asymptotic critical values
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asymptotic refinements
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test of overidentifying restrictions
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dependent data
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