The asymptotic properties of GMM and indirect inference under second-order identification
Year of publication: |
Decembre 2018
|
---|---|
Authors: | Dovonon, Prosper ; Hall, Alastair R. |
Publisher: |
Montréal : CIRANO, Centre interuniversitaire de recherche en analyse des organisations |
Subject: | Moment-based estimation | First-order identification failure | Minimum-chi squared estimation | Simulation-based estimation | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Simulation |
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