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. - Elsevier, ISSN 0304-4076. - Vol. 114.2003, 2, p. 361-394
|
| Publisher: |
Elsevier |