Consistent moment selection procedures for generalized method of moments estimation
Year of publication: |
1999
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Authors: | Andrews, Donald W. K. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 67.1999, 3, p. 543-564
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Subject: | Modellierung | Scientific modelling | Statistischer Test | Statistical test | Theorie | Theory | Momentenmethode | Method of moments |
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