|
1.
|
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated w[...]
2011 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
|
|
2.
|
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated w[...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
|
