On the effect of weighting matrix in GMM specification test

DOI10.1016/J.JSPI.2016.06.003zbMATH Open1353.62059OpenAlexW3121188989MaRDI QIDQ313110FDOQ313110

Kazuhiko Hayakawa

Publication date: 9 September 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.06.003

zbMATH Keywords

size distortionGMMdynamic panel data modelcovariance structure modelover-identifying restriction test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Another look at the instrumental variable estimation of error-components models
• Generalized method of moments specification testing
• On testing overidentifying restrictions in dynamic panel data models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
• Asymptotically distribution‐free methods for the analysis of covariance structures
• A note on a Manova model applied to problems in growth curve
• Labor income profiles are not heterogeneous: Evidence from income growth rates
• 10 Structural Equation Modeling

Cited In (1)

• Fixed T dynamic panel data estimators with multifactor errors

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