Small-sample bias in GMM estimation of covariance structures

Journal of Business and Economic Statistics

Volumn 14, Issue 3, 1996, Pages 353-366

  Altonji, Joseph G ^a   Segal, Lewis M ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF CHICAGO   (United States)

Author keywords

Generalized method of moments; IWOMD; Monte Carlo; Optimal minimum distance; Split sample

Indexed keywords

EID: 0030540499     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524661     Document Type: Article

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