The large sample behaviour of the generalized method of moments estimator in misspecified models
Year of publication: |
2003
|
---|---|
Authors: | Hall, Alastair R. ; Inoue, Atsushi |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 114.2003, 2, p. 361-394
|
Subject: | Theorie | Theory | Momentenmethode | Method of moments |
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