Sieve semiparametric two-step GMM under weak dependence
Xiaohong Chen, Zhipeng Liao
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Chen, Xiaohong ; Liao, Zhipeng |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 1, p. 163-186
|
| 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 | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011502514