메뉴 건너뛰기




Volumn 20, Issue 4, 2002, Pages 507-517

Generalized method of moments, efficient bootstrapping, and improved inference

Author keywords

Bootstrapping; Empirical likelihood; Panel data

Indexed keywords


EID: 0036790421     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618649     Document Type: Article
Times cited : (97)

References (81)
  • 1
    • 0001469868 scopus 로고
    • On the covariance structure of earnings and hours changes
    • Abowd, J., and Card, D. (1989), "On the Covariance Structure of Earnings and Hours Changes," Econometrica, 57, 411-445.
    • (1989) Econometrica , vol.57 , pp. 411-445
    • Abowd, J.1    Card, D.2
  • 2
    • 0346651130 scopus 로고
    • Efficient estimation of models for dynamic panel data
    • Ahn, S.C., and Schmidt, P. (1995), "Efficient Estimation of Models for Dynamic Panel Data," Journal of Econometrics, 68, 5-27.
    • (1995) Journal of Econometrics , vol.68 , pp. 5-27
    • Ahn, S.C.1    Schmidt, P.2
  • 3
    • 0000918676 scopus 로고
    • The nonlinear two-stage least squares estimator
    • Amemiya, T. (1974), "The Nonlinear Two-Stage Least Squares Estimator," Journal of Econometrics, 2, 105-110.
    • (1974) Journal of Econometrics , vol.2 , pp. 105-110
    • Amemiya, T.1
  • 4
    • 49049140143 scopus 로고
    • Formulation and estimation of dynamic models using panel data
    • Anderson T.W., and Hsiao, C. (1982), "Formulation and Estimation of Dynamic Models Using Panel Data," Journal of Econometrics, 18, 47-82.
    • (1982) Journal of Econometrics , vol.18 , pp. 47-82
    • Anderson, T.W.1    Hsiao, C.2
  • 5
    • 0010703733 scopus 로고
    • Evaluation of the distribution function of the two-stage least squares estimate
    • Anderson, T.W., and Sawa, T. (1979), "Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate," Econometrica, 47, 163-182.
    • (1979) Econometrica , vol.47 , pp. 163-182
    • Anderson, T.W.1    Sawa, T.2
  • 6
    • 0001995592 scopus 로고    scopus 로고
    • A three-step method for choosing the number of bootstrap replications
    • Andrews, D.W.K., and Buchinsky, M. (2000), "A Three-Step Method for Choosing the Number of Bootstrap Replications," Econometrica, 68, 23-51.
    • (2000) Econometrica , vol.68 , pp. 23-51
    • Andrews, D.W.K.1    Buchinsky, M.2
  • 7
    • 0001055752 scopus 로고
    • Does compulsory school attendance affect schooling and earnings?
    • Angrist, J., and Krueger, A. (1991), "Does Compulsory School Attendance Affect Schooling and Earnings?" Quarterly Journal of Economics, 106, 979-1014.
    • (1991) Quarterly Journal of Economics , vol.106 , pp. 979-1014
    • Angrist, J.1    Krueger, A.2
  • 8
    • 70350096075 scopus 로고    scopus 로고
    • Panel data models: Some recent developments
    • Arellano, M., and Honore, B. (2001), "Panel Data Models: Some Recent Developments," in Handbook of Econometrics, Vol. 5.
    • (2001) Handbook of Econometrics , vol.5
    • Arellano, M.1    Honore, B.2
  • 9
    • 0000445595 scopus 로고
    • Implied probabilities in GMM estimators
    • Back, K., and Brown, D.P. (1993), "Implied Probabilities in GMM Estimators," Econometrica, 61, 971-976.
    • (1993) Econometrica , vol.61 , pp. 971-976
    • Back, K.1    Brown, D.P.2
  • 10
    • 0000881864 scopus 로고
    • Alternative approximations to the distributions of instrumental variable estimators
    • Bekker, P.A. (1994), "Alternative Approximations to the Distributions of Instrumental Variable Estimators," Econometrica, 62, 657-681.
    • (1994) Econometrica , vol.62 , pp. 657-681
    • Bekker, P.A.1
  • 11
    • 0010702944 scopus 로고    scopus 로고
    • The MM, ME, ML, EL, EF and GMM approaches to estimation: A synthesis
    • Bera, A.K., and Bilias, Y. (2002), "The MM, ME, ML, EL, EF and GMM Approaches to Estimation: A Synthesis," Journal of Econometrics, 107, 51-86.
    • (2002) Journal of Econometrics , vol.107 , pp. 51-86
    • Bera, A.K.1    Bilias, Y.2
  • 12
    • 84929837036 scopus 로고
    • Prepivoting test statistics: A bootstrap view of asymptotic refinements
    • Beran, R. (1988), "Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements," Journal of the American Statistical Association, 83, 687-697.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 687-697
    • Beran, R.1
  • 15
    • 84871768280 scopus 로고    scopus 로고
    • Problems with instrumental variables estimation when the correlation between instruments and the endogenous explanatory variable is weak
    • Bound, J., Jaeger, D., and Baker, R. (1996), "Problems With Instrumental Variables Estimation When the Correlation Between Instruments and the Endogenous Explanatory Variable Is Weak," Journal of the American Statistical Association, 90, 443-450.
    • (1996) Journal of the American Statistical Association , vol.90 , pp. 443-450
    • Bound, J.1    Jaeger, D.2    Baker, R.3
  • 17
    • 0001457673 scopus 로고    scopus 로고
    • Efficient semiparametric estimation of expectations
    • _ (1998), "efficient Semiparametric Estimation of Expectations," Econometrica, 66, 453-464.
    • (1998) Econometrica , vol.66 , pp. 453-464
  • 19
    • 0010704642 scopus 로고
    • On the unification of the asymptotic theory of nonlinear econometric models
    • Burguette, J., Gallant, A.R., and Souza, G. (1982), "On the Unification of the Asymptotic Theory of Nonlinear Econometric Models," Econometric Reviews, 1, 151-190.
    • (1982) Econometric Reviews , vol.1 , pp. 151-190
    • Burguette, J.1    Gallant, A.R.2    Souza, G.3
  • 20
    • 0002143176 scopus 로고
    • Multivariate regression models for panel data
    • Chamberlain, G. (1982), "Multivariate Regression Models for Panel Data," Journal of Econometrics, 18, 5-42.
    • (1982) Journal of Econometrics , vol.18 , pp. 5-42
    • Chamberlain, G.1
  • 21
    • 0001620014 scopus 로고
    • Asymptotic efficiency in estimation with conditional moment restrictions
    • _ (1987), "Asymptotic Efficiency in Estimation With Conditional Moment Restrictions," Journal of Econometrics, 34, 305-334.
    • (1987) Journal of Econometrics , vol.34 , pp. 305-334
  • 22
    • 0010703967 scopus 로고
    • On regular best asymptotically normal estimates
    • Chiang, C.L. (1956), "On Regular Best Asymptotically Normal Estimates," Annals of Mathematical Statistics, 27, 336-351.
    • (1956) Annals of Mathematical Statistics , vol.27 , pp. 336-351
    • Chiang, C.L.1
  • 23
    • 0001454941 scopus 로고
    • Maximum likelihood estimation for choice-based samples
    • Cosslett, S.R. (1981), "Maximum Likelihood Estimation for Choice-Based Samples," Econometrica, 49, 1289-1316.
    • (1981) Econometrica , vol.49 , pp. 1289-1316
    • Cosslett, S.R.1
  • 24
    • 0001236685 scopus 로고
    • More efficient estimation in the presence of heteroskedasticity of unknown form
    • Cragg, J.G. (1983), "More Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form," Econometrica, 51, 751-763.
    • (1983) Econometrica , vol.51 , pp. 751-763
    • Cragg, J.G.1
  • 25
    • 0033440185 scopus 로고    scopus 로고
    • The size distortion of bootstrap tests
    • Davidson, R., and MacKinnon, J.G. (1999), "The Size Distortion of Bootstrap Tests," Econometric Theory, 15, 361-376.
    • (1999) Econometric Theory , vol.15 , pp. 361-376
    • Davidson, R.1    MacKinnon, J.G.2
  • 26
    • 0010098416 scopus 로고
    • Estimating models with intertemporal substitution using aggregate time series data
    • Eicheubaum, M., and Hansen, L.P. (1990), "Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data," Journal of Business and Economic Statistics, 8, 53-69.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 53-69
    • Eicheubaum, M.1    Hansen, L.P.2
  • 27
    • 0001669894 scopus 로고
    • A method of generating best asymptotically normal estimates with application to the estimation of bacterial densities
    • Ferguson, T.S. (1958), "A Method of Generating Best Asymptotically Normal Estimates With Application to the Estimation of Bacterial Densities," Annals of Mathematical Statistics, 29, 1046-1062.
    • (1958) Annals of Mathematical Statistics , vol.29 , pp. 1046-1062
    • Ferguson, T.S.1
  • 29
    • 0030551644 scopus 로고    scopus 로고
    • A note on bootstrapping generalized method of moments estimators
    • Hahn, J. (1996), "A Note on Bootstrapping Generalized Method of Moments Estimators," Econometric Theory, 12, 187-196.
    • (1996) Econometric Theory , vol.12 , pp. 187-196
    • Hahn, J.1
  • 30
    • 0036220263 scopus 로고    scopus 로고
    • A new specification test for the validity of instrumental variables
    • Hahn, J., and Hausman, J.A. (2002), "A New Specification Test for the Validity of Instrumental Variables," Econometrica, 70, 163-189.
    • (2002) econometrica , vol.70 , pp. 163-189
    • Hahn, J.1    Hausman, J.A.2
  • 32
    • 0001368481 scopus 로고
    • On the bootstrap and confidence intervals
    • Hall, P. (1986), "On the Bootstrap and Confidence Intervals," The Annals of Statistics, 14, 1431-1452.
    • (1986) The Annals of Statistics , vol.14 , pp. 1431-1452
    • Hall, P.1
  • 34
    • 0030363303 scopus 로고    scopus 로고
    • Bootstrap critical values for tests based on generalized method of moments
    • Hall, P., and Horowitz, J. (1996), "Bootstrap Critical Values for Tests Based on Generalized Method of Moments," Econometrica, 64, 891-916.
    • (1996) Econometrica , vol.64 , pp. 891-916
    • Hall, P.1    Horowitz, J.2
  • 36
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen, L.P. (1982), "Large Sample Properties of Generalized Method of Moments Estimators" Econometrica, 50, 1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 38
    • 0029182376 scopus 로고
    • Back to the future: Generating moment implications for continuous time Markov proceses
    • Hansen, L.P., and Scheinkman, J.A. (1995), "Back to the Future: Generating Moment Implications for Continuous Time Markov Proceses," Econometrica, 63, 767-804.
    • (1995) Econometrica , vol.63 , pp. 767-804
    • Hansen, L.P.1    Scheinkman, J.A.2
  • 39
    • 85017108575 scopus 로고
    • Generalized instrumental variables estimation of nonlinear rational expectations models
    • Hansen, L.P., and Singleton, K.J. (1982), "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, 50, 1269-1286.
    • (1982) Econometrica , vol.50 , pp. 1269-1286
    • Hansen, L.P.1    Singleton, K.J.2
  • 40
    • 0000740902 scopus 로고
    • Panel data and unobservable individual effects
    • Hausman, J.A., and Taylor, W. (1981), "Panel Data and Unobservable Individual Effects," Econometrica, 49, 1377-1398.
    • (1981) Econometrica , vol.49 , pp. 1377-1398
    • Hausman, J.A.1    Taylor, W.2
  • 41
    • 0002816448 scopus 로고
    • Estimating vector autoregressions with panel data
    • Holtz-Eakin, D., Newey, W.K., and Rosen, H.S. (1988), "Estimating Vector Autoregressions With Panel Data," Econometrica, 56, 1371-1396.
    • (1988) Econometrica , vol.56 , pp. 1371-1396
    • Holtz-Eakin, D.1    Newey, W.K.2    Rosen, H.S.3
  • 42
    • 0000083295 scopus 로고    scopus 로고
    • Bootstrap methods in econometrics: Theory and numerical performance
    • eds. D.M. Kreps and K.F. Wallis, Cambridge, UK: Cambridge University Press
    • Horowitz, J. (1996), "Bootstrap Methods in Econometrics: Theory and Numerical Performance," in Advances in Economics and Econometrics: Theory and Applications, Seventh World Congress, eds. D.M. Kreps and K.F. Wallis, Cambridge, UK: Cambridge University Press.
    • (1996) Advances in Economics and Econometrics: Theory and Applications, Seventh World Congress
    • Horowitz, J.1
  • 43
    • 0000250624 scopus 로고
    • The behavior of maximum likelihood estimators under nonstandard conditions
    • Berkeley, CA: University of California Press
    • Huber, P.J. (1967), "The Behavior of Maximum Likelihood Estimators Under Nonstandard Conditions," in Fifth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley, CA: University of California Press, pp. 221-233.
    • (1967) Fifth Berkeley Symposium on Mathematical Statistics and Probability , pp. 221-233
    • Huber, P.J.1
  • 44
    • 0000356933 scopus 로고
    • An efficient method of moments estimator for discrete choice models with choice based sampling
    • Imbens, G.W. (1992), "An Efficient Method of Moments Estimator for Discrete Choice Models With Choice Based Sampling," Econometrica, 60, 1187-1214.
    • (1992) Econometrica , vol.60 , pp. 1187-1214
    • Imbens, G.W.1
  • 45
    • 0000842938 scopus 로고    scopus 로고
    • One-step estimators for over-identified generalized method of moments models
    • _ (1997), "One-Step Estimators for Over-Identified Generalized Method of Moments Models," Review of Economic Studies, 64, 359-383.
    • (1997) Review of Economic Studies , vol.64 , pp. 359-383
  • 48
    • 0000975771 scopus 로고    scopus 로고
    • Information-theoretic approaches to inference in moment condition models
    • Imbens, G.W., Spady, R., and Johnson, P. 1998), "Information-Theoretic Approaches to Inference in Moment Condition Models," Econometrica, 66, 333-357.
    • (1998) Econometrica , vol.66 , pp. 333-357
    • Imbens, G.W.1    Spady, R.2    Johnson, P.3
  • 51
    • 0001477763 scopus 로고    scopus 로고
    • An information-theoretic alternative to generalized method of moments estimation
    • Kitamura, Y., and Stutzer, M. (1997), "An Information-Theoretic Alternative to Generalized Method of Moments Estimation," Econometrica, 65, 861-874.
    • (1997) Econometrica , vol.65 , pp. 861-874
    • Kitamura, Y.1    Stutzer, M.2
  • 52
    • 0000163591 scopus 로고
    • On the behavior of inconsistent instrumental variables estimates
    • Maasoumi, E., and Phillips, P.C.B. (1982), "On the Behavior of Inconsistent Instrumental Variables Estimates," Journal of Econometrics, 19, 183-203.
    • (1982) Journal of Econometrics , vol.19 , pp. 183-203
    • Maasoumi, E.1    Phillips, P.C.B.2
  • 53
    • 0010743213 scopus 로고    scopus 로고
    • Using information on the moments of disturbances to increase the efficiency of estimation
    • eds. C. Hsiao, K. Morimune, and J.L. Powell, Cambridge, UK: Cambridge University Press
    • MaCurdy, T.E. (2000), "Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation," in Nonlinear Statistical Modeling, eds. C. Hsiao, K. Morimune, and J.L. Powell, Cambridge, UK: Cambridge University Press.
    • (2000) Nonlinear Statistical Modeling
    • MaCurdy, T.E.1
  • 57
    • 0000782256 scopus 로고
    • The bias and moment matrix of the general k class estimators of the parameters in simultaneous equations
    • Nagar, A.L. (1959), "The Bias and Moment Matrix of the General k Class Estimators of the Parameters in Simultaneous Equations" Econometrica, 27, 573-595.
    • (1959) Econometrica , vol.27 , pp. 573-595
    • Nagar, A.L.1
  • 58
    • 0001624955 scopus 로고
    • Generalized method of moments specification testing
    • Newey, W.K. (1985a), "Generalized Method of Moments Specification Testing," Journal of Econometrics, 29, 229-256.
    • (1985) Journal of Econometrics , vol.29 , pp. 229-256
    • Newey, W.K.1
  • 59
    • 0000183696 scopus 로고
    • Maximum likelihood specification testing and conditional moment tests
    • _ (1985b), "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, 53, 1047-1070.
    • (1985) Econometrica , vol.53 , pp. 1047-1070
  • 60
    • 0000916867 scopus 로고
    • Adaptive estimation of regression models via moment restrictions
    • _ (1988), "Adaptive Estimation of Regression Models via Moment Restrictions," Journal of Econometrics, 38, 301-339.
    • (1988) Journal of Econometrics , vol.38 , pp. 301-339
  • 61
    • 70350342017 scopus 로고
    • Efficient estimation of models with conditional moment restrictions
    • Econometrics, eds. G.S. Maddala, C.R. Rat, and H.D. Vinod, Amsterdam: North-Holland
    • _ (1993), "Efficient Estimation of Models With Conditional Moment Restrictions," in Handbook of Statistics, Vol. 11: Econometrics, eds. G.S. Maddala, C.R. Rat, and H.D. Vinod, Amsterdam: North-Holland.
    • (1993) Handbook of Statistics, Vol. 11: Econometrics , vol.11
  • 63
    • 0000736414 scopus 로고    scopus 로고
    • Choosing the number of instruments
    • Newey, W.K., and Donald, S.G. (2001), "Choosing the Number of Instruments," Econometrica, 69, 1161-1191.
    • (2001) Econometrica , vol.69 , pp. 1161-1191
    • Newey, W.K.1    Donald, S.G.2
  • 64
    • 70350096085 scopus 로고
    • Estimation and inference in large samples
    • eds. R. Engle and D. McFadden, New York: North Holland
    • Newey, W.K., and McFadden, D. (1994), "Estimation and Inference in Large Samples," in Handbook of Econometrics, Vol. 4, eds. R. Engle and D. McFadden, New York: North Holland, pp. 2111-2445.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2111-2445
    • Newey, W.K.1    McFadden, D.2
  • 66
    • 0001751260 scopus 로고
    • Hypothesis testing with efficient method of moments estimation
    • Newey, W.K., and West, K.D. (1987), "Hypothesis Testing With Efficient Method of Moments Estimation," International Economic Review, 28, 777-787.
    • (1987) International Economic Review , vol.28 , pp. 777-787
    • Newey, W.K.1    West, K.D.2
  • 67
    • 0000060427 scopus 로고
    • Empirical likelihood ratio confidence intervals for a single functional
    • Owen, A. (1988), "Empirical Likelihood Ratio Confidence Intervals for a Single Functional," Biometrika, 75, 237-249.
    • (1988) Biometrika , vol.75 , pp. 237-249
    • Owen, A.1
  • 68
    • 0001331135 scopus 로고
    • Simulation and the asymptotics of optimization estimators
    • Pakes, A., and Pollard, D. (1989), "Simulation and the Asymptotics of Optimization Estimators," Econometrica, 57, 1027-1057.
    • (1989) Econometrica , vol.57 , pp. 1027-1057
    • Pakes, A.1    Pollard, D.2
  • 69
    • 0001454867 scopus 로고
    • On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling
    • Pearson, K.A. (1900), "On the Criterion That a Given System of Deviations From the Probable in the Case of a Correlated System of Variables is Such That It Can Be Reasonably Supposed to Have Arisen From Random Sampling," Philosophical Magazine Series, 50, 157-175.
    • (1900) Philosophical Magazine Series , vol.50 , pp. 157-175
    • Pearson, K.A.1
  • 70
    • 0002641458 scopus 로고
    • Symetrically trimmed least squares estimation for tobit models
    • Powell, J.L. (1986), "Symetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, 54, 1435-1460.
    • (1986) Econometrica , vol.54 , pp. 1435-1460
    • Powell, J.L.1
  • 71
    • 0347609095 scopus 로고
    • Empirical likelihood and general estimating equations
    • Qin, J., and Lawless, J. (1994), "Empirical Likelihood and General Estimating Equations," The Annals of Statistics, 22, 300-325.
    • (1994) The Annals of Statistics , vol.22 , pp. 300-325
    • Qin, J.1    Lawless, J.2
  • 72
    • 0010742524 scopus 로고
    • Efficient estimation with a priori information
    • New Haven, CT: Yale University Press
    • Rothenberg, T.J. (1973), Efficient Estimation With A Priori Information, Cowles Foundation Monograph 23, New Haven, CT: Yale University Press.
    • (1973) Cowles Foundation Monograph , vol.23
    • Rothenberg, T.J.1
  • 73
    • 0001755034 scopus 로고
    • On the estimation of economic relationships by means of instrumental variables
    • Sargan, J.D. (1958), "On the Estimation of Economic Relationships by Means of Instrumental Variables," Econometrica, 26, 393-415.
    • (1958) Econometrica , vol.26 , pp. 393-415
    • Sargan, J.D.1
  • 74
    • 0003171726 scopus 로고
    • The estimation of relationships with autocorrelated residuals by the use of instrumental variables
    • _ (1959), "The Estimation of Relationships With Autocorrelated Residuals by the Use of Instrumental Variables," Journal of the Royal Statistical Society, Ser. B, 21, 91-105.
    • (1959) Journal of the Royal Statistical Society, Ser. B , vol.21 , pp. 91-105
  • 75
    • 0000824767 scopus 로고
    • On the asymptotic accuracy of Efron's bootstrap
    • Singh, K. (1981), "On the Asymptotic Accuracy of Efron's Bootstrap," The Annals of Statistics, 9, 1187-1195.
    • (1981) The Annals of Statistics , vol.9 , pp. 1187-1195
    • Singh, K.1
  • 76
    • 0010656980 scopus 로고
    • On the 'best' values of the constants in the frequency distributions
    • Smith, K. (1916), "On the 'Best' Values of the Constants in the Frequency Distributions," Biometrika 11, 262-276.
    • (1916) Biometrika , vol.11 , pp. 262-276
    • Smith, K.1
  • 77
    • 0000428175 scopus 로고    scopus 로고
    • Alternative semi-parametric likelihood approaches to generalized method of moments estimation
    • Smith, R.J. (1997), "Alternative Semi-Parametric Likelihood Approaches to Generalized Method of Moments Estimation," Economic Journal, 107, 503-519.
    • (1997) Economic Journal , vol.107 , pp. 503-519
    • Smith, R.J.1
  • 78
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variable regression with weak instruments
    • Staiger, D., and Stock, J.H. (1997), "Instrumental Variable Regression With Weak Instruments," Econometrica, 65, 557-586.
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2
  • 79
    • 0000328019 scopus 로고    scopus 로고
    • GMM with weak identification
    • Stock, J.H., and Wright, J.H. (2001), "GMM With Weak Identification," Econometrica, 68, 1055-1096.
    • (2001) Econometrica , vol.68 , pp. 1055-1096
    • Stock, J.H.1    Wright, J.H.2
  • 80
    • 0000708561 scopus 로고
    • Diagnostic testing and evaluation of maximum likelihood models
    • Tauchen, G.E. (1985), "Diagnostic Testing and Evaluation of Maximum Likelihood Models," Journal of Econometrics, 30, 415-443.
    • (1985) Journal of Econometrics , vol.30 , pp. 415-443
    • Tauchen, G.E.1
  • 81
    • 0000833539 scopus 로고
    • Instrumental variable regression with independent observations
    • White, H. (1982), "Instrumental Variable Regression With Independent Observations," Econometrica, 50, 483-499.
    • (1982) Econometrica , vol.50 , pp. 483-499
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.