A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions
Year of publication: |
1986
|
---|---|
Authors: | Tauchen, George Eugene |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 20.1986, 2, p. 151-155
|
Subject: | Schätztheorie | Estimation theory |
-
Feng, Guohua, (2015)
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Nonparametric identification and estimation with non-classical errors-in-variables
Evdokimov, Kirill S., (2024)
- More ...
-
Jump factor models in large cross-sections
Li, Jia, (2019)
-
Cash flows discounted using a model-free SDF extracted under a yield curve prior
Gallant, A. Ronald, (2021)
-
Gallant, A. Ronald, (1990)
- More ...