Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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- Chatelain, Jean-Bernard, 2007. "Improving consistent moment selection procedures for generalized method of moments estimation," Economics Letters, Elsevier, vol. 95(3), pages 380-385, June.
References listed on IDEAS
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- repec:hal:journl:halshs-00112523 is not listed on IDEAS
- Jean-Bernard Chatelain & Andre Tiomo, 2003. "Monetary Policy and Corporate Investment in France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112523, HAL.
- Bruno Henry de Frahan & Tharcisse Nkunzimana & Rembert De Blander & FrÃ©dÃ©ric Gaspart & Daniel A. Sumner, 2017. "Farm Household Incomes and Reforming the CAP," LIS Working papers 699, LIS Cross-National Data Center in Luxembourg.
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KeywordsGeneralized method of moments; test of over-identifying restrictions; test of subset of over-identifying restrictions; Consistent Moment Selection;
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