Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Year of publication: |
2003-12
|
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Authors: | Newey, Whitney K. ; Ramalho, Joaquim J. S. ; Smith, Richard |
Institutions: | Centre for Microdata Methods and Practice (CEMMAP) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number CWP05/03 40 pages longpp. |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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