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Hypothesis Testing and Finite Sample Properties of Generalized Method of Moments Estimators: A Monte Carlo Study
7 references·1 citing·36 second hop
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this work references cited by second hop

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data305 cited
  • 1986A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty108 cited
  • 1980“Tobin's q” and the rate of investment in general equilibrium99 cited
  • 1990Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration97 cited
  • 1985Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models55 cited

Cited by

  • 2005Inventories, employment and hours15 cited

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