Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test (Q4530995)
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scientific article; zbMATH DE number 1746813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test |
scientific article; zbMATH DE number 1746813 |
Statements
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test (English)
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28 May 2002
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heteroscedasticity and autocorrelation consistent covariance matrix estimators
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model misspecification
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overidentifying restrictions test
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