Inferences from parametric and non-parametric covariance matrix estimation procedures
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- Wouter J. Den Haan & Andrew Levin, 1996. "Inferences from Parametric and Non-Parametric Covariance Matrix Estimation Procedures," NBER Technical Working Papers 0195, National Bureau of Economic Research, Inc.
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- Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Working Paper Series, Macroeconomic Issues 95-3, Federal Reserve Bank of Chicago.
- Lawrence J. Christiano & Wouter J. Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis.
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Keywords
Econometrics;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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