Small Sample Bias in GMM Estimation of Covariance Structures
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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
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美国国家经济研究局创建时间：
1994-06-01
