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
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| 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. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | 13 p. |
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| Departmental catalogue number | 11-619E no. 97-07 |
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