Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
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DOI: 10.1080/07474938.2014.999499
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- Pötscher, Benedikt M. & Preinerstorfer, David, 2023.
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- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
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