Small-sample properties of GMM for business-cycle analysis

Journal of Business and Economic Statistics

Volumn 14, Issue 3, 1996, Pages 309-327

  Christiano, Lawrence J ^a   Den Haan, Wouter J ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Covariance matrix estimation; Finite sample analysis; Hypothesis testing; Monte Carlo simulation; Prewhitening; Spectral density

Indexed keywords

EID: 0030534571     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524659     Document Type: Article

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