On the effect of weighting matrix in GMM specification test
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Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- 10 Structural Equation Modeling
- A note on a Manova model applied to problems in growth curve
- Another look at the instrumental variable estimation of error-components models
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Generalized method of moments specification testing
- Labor income profiles are not heterogeneous: evidence from income growth rates
- Large Sample Properties of Generalized Method of Moments Estimators
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- On testing overidentifying restrictions in dynamic panel data models
Cited in
(5)- Size matters: covariance matrix estimation under the alternative
- Improvement in finite-sample properties of GMM-based Wald tests
- Fixed T dynamic panel data estimators with multifactor errors
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