GMM enhancements in the presence of extra information about the covariance of the moment condition generating zero functions: 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.

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Department/Agency Statistics Canada. Methodology Branch.
Title GMM enhancements in the presence of extra information about the covariance of the moment condition generating zero functions
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada]. "HSMD-97-007E." "December 1997."
Date 1997.
Number of Pages 13 p.
Catalogue Number
  • CS11-619/97-7E-PDF
Departmental Catalogue Number 11-619E no. 97-07
Subject Terms Methodology, Statistical analysis