Generalized Method of Moments With Many Weak Moment Conditions
Has this study been replicated?
The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.
Reproductions
- GMM with many weak moment conditions: Replication and application of Newey and Windmeijer (2009), Farbmacher (2011). Journal of Applied Econometrics. Outcome recorded: computationally reproducible, robust.
Computational: These are very similar to NW's Monte Carlo results.
Read from full text. View paper
Cite this record
(Ed.). (2009). Generalized Method of Moments With Many Weak Moment Conditions. Econometrica, 77(3), 687–719. https://doi.org/10.3982/ecta6224
Other studies in the atlas
Failed replications · Successful replications · All browse pages