Simple and powerful GMM over-identification tests with accurate size (Q738121)
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scientific article; zbMATH DE number 6617030
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| English | Simple and powerful GMM over-identification tests with accurate size |
scientific article; zbMATH DE number 6617030 |
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Simple and powerful GMM over-identification tests with accurate size (English)
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15 August 2016
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\(F\)-distribution
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heteroscedasticity and autocorrelation robust
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long-run variance
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over-identification test
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robust standard error
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series estimator
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