A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests
Seung C. Ahn ; Peter Schmidt
| Year of publication: |
1995
|
|---|---|
| Authors: | Ahn, Seung Chan |
| Other Persons: | Schmidt, Peter (contributor) |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 14.1995, 1, p. 19-34
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | GMM = Generalized method of moments ; GLS = Generalized least squares |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001177160