Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
Year of publication: |
2018
|
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Authors: | Lin, Eric S. ; Chou, Ta-Sheng |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 1-28
|
Subject: | Eicker-White HCCME | GMM | nonlinear model | Momentenmethode | Method of moments | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Heteroskedastizität | Heteroscedasticity |
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