The asymptotic properties of GMM and indirect inference under second-order identification
Prosper Dovonon, Alastair R. Hall
| Year of publication: |
2018
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|---|---|
| Authors: | Dovonon, Prosper ; Hall, Alastair R. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 205.2018, 1, p. 76-111
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| Subject: | First-order identification failure | Minimum-chi squared estimation | Moment-based estimation | Simulation-based estimation | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110241