Small Sample Bias in GMM Estimation of Covariance Structures
收藏NBER1994-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0156
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资源简介：
We examine the small sample properties of the GMM estimator for models of covariance structures, where the technique is often referred to as the optimal minimum distance (OMD) estimator. We present a variety of Monte Carlo experiments based on simulated data and on the data used by Abowd and Card
提供机构：
美国国家经济研究局
创建时间：
1994-06-01
