| Автор | Ahu, Seung C. |
| Автор | Schmidt, Peter |
| Дата выпуска | 1995 |
| dc.description | Generalized method of moments estimates are unaffected by the addition of equal numbers of moment conditions and extra parameters. We prove thisresult and give examples of its use. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Generalized Method Of Moments |
| Тема | Prediction |
| Тема | Conditional Moment Tests |
| Название | A separability result for gmm estimation, with applications to gls prediction and conditional moment tests |
| Тип | research-article |
| DOI | 10.1080/07474939508800301 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 14 |
| Первая страница | 19 |
| Последняя страница | 34 |
| Аффилиация | Ahu, Seung C.; Arizona State University |
| Аффилиация | Schmidt, Peter; Michigan State University |
| Выпуск | 1 |
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