On the effect of weighting matrix in GMM specification test
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Publication:313110
DOI10.1016/J.JSPI.2016.06.003zbMATH Open1353.62059OpenAlexW3121188989MaRDI QIDQ313110FDOQ313110
Authors: 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
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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
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