Information in generalized method of moments estimation and entropy-based moment selection
| Year of publication: |
2007
|
|---|---|
| Authors: | Hall, Alastair R. ; Inoue, Atsushi ; Jana, Kalidas ; Shin, Changmock |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 138.2007, 2, p. 488-512
|
| Publisher: |
Elsevier |