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Improvement in finite-sample properties of GMM-based Wald tests (Q2255853)

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Improvement in finite-sample properties of GMM-based Wald tests
scientific article

    Statements

    title
    Improvement in finite-sample properties of GMM-based Wald tests (English)
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    author
    Qihui Chen
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    Yu Ren
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    publication date
    18 February 2015
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    zbMATH Keywords
    generalized method of moments
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    Wald tests
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    finite-sample properties
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    covariance matrix
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    shrinkage method
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    Identifiers

    zbMATH DE Number
    6405528
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    OpenAlex ID
    W2041161115
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