Small-sample properties of GMM-based wald tests

Journal of Business and Economic Statistics

Volumn 14, Issue 3, 1996, Pages 294-308

  Burnside, Craig ^a   Eichenbaum, Martin ^b  

^a WORLD BANK   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Automated bandwidth selection; Business cycle model; Monte Carlo simulation; Spectral density matrix

Indexed keywords

EID: 0030537137     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524658     Document Type: Article

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