Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming, Kuan, Chung-Ming, Hsu, Yu-ChinVolume:
181
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.04.002
Date:
August, 2014
File:
PDF, 819 KB
english, 2014