; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Small Sample Properties of GMM for Business Cycle Analysis"; ; "batchuser@example.com"; "Christiano, Lawrence J.", "Den Haan, Wouter J., 1962-"; "Federal Reserve Bank of Minneapolis"; "Monte Carlo simulation", "Hypothesis testing", "Finite-sample analysis", "Prewhitening", "Covariance matrix estimation", "Spectral density"; "We investigate, by Monte Carlo methods, the finite sample properties of GMM procedures for conducting inference about statistics that are of interest in the business cycle literature. These statistics include the second moments of data filtered using the first difference and Hodrick-Prescott filters, and they include statistics for evaluating model fit. Our results indicate that, for the procedures considered, the existing asymptotic theory is not a good guide in a sample the size of quarterly postwar U.S. data."^^; "1995-09"; "2019-09-13T19:57:53.933650731+00:00"^^; "https://doi.org/10.21034/sr.199"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Thu Nov 7 22:27:41 2019"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "184", "141"; "Staff report (Federal Reserve Bank of Minneapolis. Research Department)"; "199"; "Spectral density", "Finite-sample analysis", "Hypothesis testing", "Monte Carlo simulation", "Covariance matrix estimation", "Prewhitening"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; "Published in: _Journal of Business and Economic Statistics_ (Vol. 14, No. 3, July 1996, pp. 309-327) https://doi.org/10.2307/1392445. "^^; ; "Publication" . ; .