The GMM Estimation with Long Difference and Multiple Difference Operators
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References listed on IDEAS
- Herman J. Bierens & Werner Ploberger, 1997.
"Asymptotic Theory of Integrated Conditional Moment Tests,"
Econometric Society, vol. 65(5), pages 1129-1152, September.
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More about this item
KeywordsTime series regression; GMM; Long difference; Multiple difference;
StatisticsAccess and download statistics
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