Generalized method of moments estimation when a parameter is on a boundary
Donald W. K. Andrews
| Year of publication: |
2002
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|---|---|
| Authors: | Andrews, Donald W. K. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 4, p. 530-544
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| Subject: | Momentenmethode | Method of moments | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Multiple Regression | Multiple regression | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001705965