Testing the adequacy of conventional asymptotics in GMM
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Publication:3004022
DOI10.1111/J.1368-423X.2010.00312.XzbMath1230.62151OpenAlexW1937977071MaRDI QIDQ3004022
Publication date: 31 May 2011
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2010.00312.x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)
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Cites Work
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