Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Whitney K. Newey, Joaquim J. S. Ramalho and Richard J. Smith
| Year of publication: |
2005
|
|---|---|
| Authors: | Newey, Whitney K. ; Ramalho, Joaquim J. S. ; Smith, Richard J. |
| Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 245-281
|
| Subject: | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Systematischer Fehler | Bias |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003351982