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restrictions, establishing the rate of convergence of the GMM estimator and characterizing the asymptotic representation for …

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Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2016

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions …

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Chernozhukov, Victor; Escanciano, Juan Carlos; … - 2018

We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the …

Persistent link: https://www.econbiz.de/10011824067

Aryal, Gaurab; Gabrielli, Maria Florencia; Vuong, Quang H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 373-385

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Parente, Paulo M. D. C.; Smith, Richard J. - In: Journal of econometrics 200 (2017) 1, pp. 1-16

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Lee, Myoung-jae - 2002

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Fenton, Victor M.; Gallant, A. Ronald - In: Journal of econometrics 74 (1996) 1, pp. 77-118

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