Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Ramalho, J. J. S. (2009). A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework. Applied Economics Letters. 16 (5), 489-494
Exportar Referência (IEEE)
J. J. Ramalho,  "A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework", in Applied Economics Letters, vol. 16, no. 5, pp. 489-494, 2009
Exportar BibTeX
@article{ramalho2009_1732202938148,
	author = "Ramalho, J. J. S.",
	title = "A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework",
	journal = "Applied Economics Letters",
	year = "2009",
	volume = "16",
	number = "5",
	doi = "10.1080/13504850601018676",
	pages = "489-494",
	url = "http://www.tandfonline.com/doi/abs/10.1080/13504850601018676"
}
Exportar RIS
TY  - JOUR
TI  - A test statistic equation for obtaining alternative Wald and score statistics in the generalized method of moments framework
T2  - Applied Economics Letters
VL  - 16
IS  - 5
AU  - Ramalho, J. J. S.
PY  - 2009
SP  - 489-494
SN  - 1350-4851
DO  - 10.1080/13504850601018676
UR  - http://www.tandfonline.com/doi/abs/10.1080/13504850601018676
AB  - In this article we derive a test statistic generating equation (TSGE) from which several statistics suitable for testing parametric restrictions in models estimated by the generalized method of moments (GMM) may be obtained. This statistic presents three main features: it is valid for producing statistics appropriate for testing constraints expressed in very general forms, which may involve not only the parameters of interest but also a vector of nuisance parameters; some of the tests proposed in the GMM literature are special cases of the TSGE; it can be evaluated at any consistent and asymptotically normal estimator.
ER  -