GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009)
Has this study been replicated?
This paper is itself a replication attempt. The study it set out to replicate is listed below.
Study replicated
- Generalized Method of Moments With Many Weak Moment Conditions, unknown authors (2009). Econometrica. View paper
Cite this record
Farbmacher, H. (2011). GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009). Journal of Applied Econometrics, 27(2), 343–346. Portico. https://doi.org/10.1002/jae.1277
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