GMM, GEL, serial correlation, and asymptotic bias
Year of publication: |
2005
|
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Authors: | Anatolyev, Stanislav |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 73.2005, 3, p. 983-1002
|
Subject: | Theorie | Theory | Momentenmethode | Method of moments | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
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