Size Matters: Covariance Matrix Estimation Under The Alternative

Jason Allen

No 1091, Working Paper from Economics Department, Queen's University

Keywords: Size; Power; GMM; Overidentifying restrictions (search for similar items in EconPapers)
JEL-codes: C15 C52 G12 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2005-08
New Economics Papers: this item is included in nep-ecm and nep-fin
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https://www.econ.queensu.ca/sites/econ.queensu.ca/files/qed_wp_1091.pdf First version 2005 (application/pdf)

Related works:
Journal Article: Size matters: covariance matrix estimation under the alternative (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:1091

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