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Small-Sample Properties of GMM-Based Wald Tests
Home
Publications
Small-Sample Properties of GMM-Based Wald Tests
Small-Sample Properties of GMM-Based Wald Tests
Craig Burnside
Craig Burnside
ME
Martin Eichenbaum
Martin Eichenbaum
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1 July 1996
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 14
(3)
,
294
https://doi.org/10.2307/1392444
Abstract
No abstract available
Keywords
GMM BASED
WALD TESTS
BASED WALD
SMALL SAMPLE PROPERTIES
Cited by 25 articles