Improved instrumental variables and generalized method of moments estimators
Year of publication: |
1999
|
---|---|
Authors: | Qian, Hailong ; Schmidt, Peter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 91.1999, 1, p. 145-169
|
Subject: | Theorie | Theory | Momentenmethode | Method of moments |
-
Entropic latent variable integration via simulation
Schennach, Susanne M., (2013)
-
Estimating quantile families of loss distributions for non-life insurance modelling via L-moments
Peters, Gareth, (2016)
-
Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds
Tasche, Dirk, (2016)
- More ...
-
Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon, (1999)
-
The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong, (1997)
-
Qian, Hailong, (2003)
- More ...