A new method of projection-based inference in GMM with weakly identified nuisance parameters
Saraswata Chaudhuri; Eric Zivot
| Year of publication: |
2011
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|---|---|
| Authors: | Chaudhuri, Saraswata ; Zivot, Eric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 239-251
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| Subject: | Statistischer Test | Statistical test | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301935