Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
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Publication:5864460
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Cited in
(8)- Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance
- Robust inference for mediated effects in partially linear models
- On the arbitrariness of some asymptotic test statistics based on generalized inverses
- ON UMP INVARIANTF-TEST PROCEDURES IN A GENERAL LINEAR MODEL
- Peter Schmidt: Econometrician and consummate professional
- Estimation and inference for higher-order stochastic volatility models with leverage
- Generalized C() tests with nonstandard convergence rates
- Wald tests when restrictions are locally singular
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