Information in generalized method of moments estimation and entropy-based moment selection
Alastair R. Hall, Atsushi Inoue, Kalidas Jana, Changmock Shin
| Year of publication: |
2007
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|---|---|
| Authors: | Hall, Alastair R. ; Inoue, Atsushi ; Jana, Kalidas ; Shin, Changmock |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 138.2007, 2, p. 488-512
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| Subject: | Momentenmethode | Method of moments | Korrelation | Correlation | Theorie | Theory |
| 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://www.econbiz.de/10003464282