A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
Cuicui Lu and Jeffrey M. Wooldridge
| Year of publication: |
2020
|
|---|---|
| Authors: | Lu, Cuicui ; Wooldridge, Jeffrey M. |
| Subject: | financial wealth equation | GMM | Heteroskedasticity | WLS | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2019.1657228 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012267028