Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance
- 31 January 2004
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 11 (1) , 109-132
- https://doi.org/10.1016/j.jempfin.2002.09.001
Abstract
No abstract availableThis publication has 19 references indexed in Scilit:
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