Generalized method of moments and macroeconomics

Journal of Business and Economic Statistics

Volumn 20, Issue 4, 2002, Pages 460-469

  Hansen, Bruce E ^a   West, Kenneth D ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Bootstrap; Efficiency bounds; HAC estimation; Heteroscedasticity; Serial correlation; Time series

Indexed keywords

EID: 0036791515     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618603     Document Type: Article

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