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Optimal weight matrix
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Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
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On GMM estimation of distributions from grouped data
Griffiths, William E.
;
Hajargasht, Gholamreza
- In:
Economics letters
126
(
2015
),
pp. 122-126
Persistent link: https://www.econbiz.de/10011376440
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3
On GMM estimation of distributions from grouped data
Griffiths, William
;
Hajargasht, Gholamreza
- In:
Economics Letters
126
(
2015
)
C
,
pp. 122-126
leads to an
optimal
weight
matrix
and a GMM objective function that are considerably simpler than those from a previous …
Persistent link: https://www.econbiz.de/10011189522
Saved in:
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