Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822)
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scientific article; zbMATH DE number 6708109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic \(F\) and \(t\) tests in an efficient GMM setting |
scientific article; zbMATH DE number 6708109 |
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Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (English)
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26 April 2017
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efficient GMM
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\(F\) distribution
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fixed-smoothing asymptotics
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heteroskedasticity and autocorrelation robust
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\(t\) distribution
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two-step GMM
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asymptotic variance matrix
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