Publications
2 shownSmall Sample Bias in GMM Estimation of Covariance Structures
We examine the small-sample properties of the generalized method of moments estimator applied to models of covariance structures, in which case it is commonly known as the optim...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 828
- Institution
- Federal Reserve Bank of Chicago
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.