GMM with Many Moment Conditions
Year of publication: |
2006
|
---|---|
Authors: | Han, Chirok ; Phillips, Peter C.B. |
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 Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 74.2006, 1, p. 147-192
|
Saved in:
Saved in favorites
Similar items by person
-
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
Cho, Jin Seo, (2010)
-
First difference maximum likelihood and dynamic panel estimation
Han, Chirok, (2013)
-
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
Phillips, Peter C.B., (2008)
- More ...