A numerical equivalence result for generalized method of moments
Year of publication: |
2019
|
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Authors: | Phillips, Robert F. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 179.2019, p. 13-15
|
Subject: | Cholesky factorization | Forward orthogonal demeaning | Forward orthogonal deviations | Two-stage least squares | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Kleinste-Quadrate-Methode | Least squares method |
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