Automatic positive semidefinite HAC covariance matrix and GMM estimation
Year of publication: |
2005
|
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Authors: | Smith, Richard J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 1, p. 158-170
|
Subject: | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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