Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Whitney K. Newey, Joaquim J. S. Ramalho; Richard J. Smith

Year of publication:	Nov. 2002 ; [Elektronische Ressource]
Other Persons:	Newey, Whitney K. (contributor) ; Ramalho, Joaquim J. S. (contributor) ; Smith, Richard J. (contributor)
Institutions:	Centre for Microdata Methods and Practice <London> (contributor)
Publisher:	London : Centre for Microdata Methods and Practice
Subject:	Systematischer Fehler \| Bias \| Schätztheorie \| Estimation theory \| Momentenmethode \| Method of moments

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