Keywords
CovarianceEconometricsEstimation of covariance matricesStatisticsEstimationSample (material)MathematicsMixture modelEconomicsChemistryChromatography
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Publication Info
- Year
- 1996
- Type
- article
- Volume
- 14
- Issue
- 3
- Pages
- 353-353
- Citations
- 346
- Access
- Closed
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Cite This
Joseph G. Altonji,
Lewis M. Segal
(1996).
Small-Sample Bias in GMM Estimation of Covariance Structures.
Journal of Business and Economic Statistics
, 14
(3)
, 353-353.
https://doi.org/10.2307/1392447
Identifiers
- DOI
- 10.2307/1392447