The Harvey Chapel at Hempstead
نویسندگان
چکیده
منابع مشابه
Saraswata Chaudhurui (unc at Chapel Hill)
It has been known since Newey and West (1987) that, in the context of the Generalized Method of Moments (GMM), the test of a hypothesis on the value of the p unknown parameters (in an overidentified model) should not be directly based on a norm of the sample mean of the moments of interest. In order to maximize the local power of the test, one should instead set the focus on the p moment cond...
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ژورنال
عنوان ژورنال: BMJ
سال: 1928
ISSN: 0959-8138,1468-5833
DOI: 10.1136/bmj.1.3514.816