Sieve semiparametric two-step GMM under weak dependence
Xiaohong Chen and Zhipeng Liao
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Xiaohong ; Liao, Zhipeng |
| Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ. |
| Subject: | Sieve two-step GMM | Weakly dependent data | Auto-correlation robust inference | Semiparametric over-identification test | Numerical equivalence | Random perturbation derivative estimator | Nichtparametrisches Verfahren | Nonparametric statistics | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |