Higher order properties of GMM and generalized empirical likelihood estimators
Year of publication: |
2003
|
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Authors: | Newey, Whitney K. ; Smith, Richard J. |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Schätztheorie | Theorie | Momentenmethode | GMM , Empirical Likelihood , Bias , Higher Order Efficiency , Stochastic Expansions |
Series: | cemmap working paper ; CWP04/03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2003.0403 [DOI] 367565412 [GVK] hdl:10419/79360 [Handle] RePEc:ifs:cemmap:04/03 [RePEc] |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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