Asymptotic efficincy in estimation with conditional moment redtrictioons
Year of publication: |
1987
|
---|---|
Authors: | Chamberlain, Gary |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 34.1987, 3, p. 305-334
|
Subject: | Programmanalyse | Statistik | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
-
Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka, (1983)
-
Zellner, Arnold, (1994)
-
Computationally Attractive Stability Tests for the Efficient Method of Moments
van der Sluis, Pieter Jelle, (1999)
- More ...
-
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Rothschild, Michael, (1982)
-
Identification in dynamic binary choice models
Chamberlain, Gary, (2023)
-
Identification in dynamic binary choice models
Chamberlain, Gary, (2023)
- More ...