Whang, Y.-J. Consistent specification testing for conditional moment restrictions. (English) Zbl 1028.62030 Econ. Lett. 71, No. 3, 299-306 (2001). MSC: 62G10 62G09 × Cite Format Result Cite Review PDF Full Text: DOI
Andrews, Donald W. K.; Lu, Biao Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models. (English) Zbl 0967.62095 J. Econom. 101, No. 1, 123-164 (2001). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI