Cross-Sectional Data with a Common Shock and Generalized Method of Moments

Serguey Khovansky
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Serguey Khovansky: D’Amore-McKim School of Business, Northeastern University, USA

Biostatistics and Biometrics Open Access Journal, 2018, vol. 5, issue 5, 151-152

Abstract: This note outlines possible issues that arise when a common shock exists in such data which models are estimated using Generalized Method of Moments. It provides a theoretical foundation of the issue, an approach to its solution and a reference to an empirical application.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:5:y:2018:i:5:p:151-152

DOI: 10.19080/BBOAJ.2018.05.555674

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