A new method of projection-based inference in GMM with weakly identified nuisance parameters
Year of publication: |
2011
|
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Authors: | Chaudhuri, Saraswata ; Zivot, Eric |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 239-251
|
Subject: | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
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