Simple and powerful GMM over-identification tests with accurate size (Q738121)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple and powerful GMM over-identification tests with accurate size |
scientific article |
Statements
Simple and powerful GMM over-identification tests with accurate size (English)
0 references
15 August 2016
0 references
\(F\)-distribution
0 references
heteroscedasticity and autocorrelation robust
0 references
long-run variance
0 references
over-identification test
0 references
robust standard error
0 references
series estimator
0 references
0 references
0 references
0 references
