GMM enhancements in the presence of extra information about the covariance of the moment condition generating zero functions / A. C. Singh and H. J. Mantel.: CS11-619/97-7E-PDF
"A simple example along with simulation results is presented to compare both old and new methods in the context of estimation and testing"--Abstract.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.841400&sl=0
| Department/Agency | Canada. Statistics Canada. Methodology Branch. |
|---|---|
| Title | GMM enhancements in the presence of extra information about the covariance of the moment condition generating zero functions / A. C. Singh and H. J. Mantel. |
| Series title | Working paper ; 97-7 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | Digitized edition from print [produced by Statistics Canada]. "HSMD-97-007E." "December 1997." Includes bibliographic references. |
| Publishing information | [Ottawa] : Statistics Canada, 1997. |
| Author / Contributor | Singh, Avinash C. Mantel, H. J. |
| Description | 13 p. |
| Catalogue number |
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| Departmental catalogue number | 11-619E no. 97-07 |
| Subject terms | Methodology Statistical analysis |