Premium
PRACTITIONERS CORNER: Post‐Sample Prediction Tests for Generalized Method of Moments Estimators
Author(s) -
Hoffman Dennis,
Pagan Adrian
Publication year - 1989
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1989.mp51003007.x
Subject(s) - estimator , sample (material) , citation , generalized method of moments , computer science , econometrics , statistics , library science , mathematical economics , mathematics , physics , thermodynamics