Small-Sample Properties of GMM-Based Wald Tests

• 1 July 1996
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 14  (3) , 294
• https://doi.org/10.2307/1392444

Abstract

Keywords

• GMM BASED
• WALD TESTS
• BASED WALD
• SMALL SAMPLE PROPERTIES