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 |
-
Entropic latent variable integration via simulation
Schennach, Susanne M., (2013)
-
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
-
Taylor, Nicholas, (2017)
- More ...
-
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R., (2012)
-
Hall, Alastair R., (2003)
-
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models
Hall, Alastair R., (2005)
- More ...