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Small-Sample Bias in GMM Estimation of Covariance Structures
Home
Publications
Small-Sample Bias in GMM Estimation of Covariance Structures
Small-Sample Bias in GMM Estimation of Covariance Structures
JA
Joseph G. Altonji
Joseph G. Altonji
LS
Lewis M. Segal
Lewis M. Segal
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1 July 1996
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 14
(3)
,
353
https://doi.org/10.2307/1392447
Abstract
We examine the small-sample properties of the generalized method of moments estimator applied to models of covariance structures, in which case it is commonly k...
Keywords
COVARIANCE STRUCTURES
GMM ESTIMATION
SMALL SAMPLE BIAS
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Cited by 128 articles