GMM, GEL, serial correlation, and asymptotic bias
by Stanislav Anatolyev
| Year of publication: |
2005
|
|---|---|
| Authors: | Anatolyev, Stanislav |
| 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. 73.2005, 3, p. 983-1002
|
| Subject: | Theorie | Theory | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002876889