Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework
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Publication:4615909
DOI10.3982/ECTA11684zbMath1410.62083OpenAlexW1559732999MaRDI QIDQ4615909
Publication date: 29 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta11684
fixed-smoothing asymptotics\(F\) distributiontwo-step GMM estimationincreasing-smoothing asymptoticsheteroskedasticity and autocorrelation robustnessnoncentral \(F\) test
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