Professor Jungbin Hwang has had his article A Doubly Corrected Robust Variance Estimator for Linear GMM accepted for publication in the Journal of Econometrics, one of the top scholarly journals in theoretical econometrics. The paper proposes a new finite sample corrected variance estimator for the linear generalized method of moments (GMM) including the one-step, two-step, … Continue reading Professor Hwang to publish “A Doubly Corrected Robust Variance Estimator for Linear GMM” in the Journal of Econometrics
Copy and paste this URL into your WordPress site to embed
Copy and paste this code into your site to embed