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