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Small-sample properties of GMM-based Wald tests

Burnside, C., and Eichenbaum, M. (1996) Small-sample properties of GMM-based Wald tests. Journal of Business and Economic Statistics, 14 (3). pp. 294-308. ISSN 0735-0015 (doi:10.2307/1392444)

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Publisher's URL: http://dx.doi.org/10.2307/1392444


Item Type:Article
Status:Published
Refereed:Yes
Glasgow Author(s):Burnside, Prof Craig
Authors: Burnside, C., and Eichenbaum, M.
College/School:College of Social Sciences > Adam Smith Business School > Economics
Journal Name:Journal of Business and Economic Statistics
ISSN:0735-0015
ISSN (Online):1537-2707

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