A Practitioner's Guide to Robust Covariance Matrix Estimation
收藏NBER1996-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0197
下载链接
链接失效反馈官方服务：
资源简介：
This paper develops asymptotic distribution theory for generalized method of moments (GMM) estimators and test statistics when some of the parameters are well identified, but others are poorly identified because of weak instruments. The asymptotic theory entails applying empirical process theory to
提供机构：
美国国家经济研究局
创建时间：
1996-06-01
