The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674): Difference between revisions

@@ Property / describes a project that uses @@
+nlmdl
@@ Property / describes a project that uses: nlmdl / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840215
@@ Property / cites work: Q4840215 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Q4082810
@@ Property / cites work: Q4082810 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
+Normal rank
@@ Property / cites work @@
+Q3750826
@@ Property / cites work: Q3750826 / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Seasonally and approximation errors in rational expectations models
+Normal rank
@@ Property / cites work @@
+On the behavior of inconsistent instrumental variable estimators
+Normal rank
@@ Property / cites work @@
+Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel
+Normal rank
@@ Property / cites work @@
+Generalized method of moments specification testing
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing with Efficient Method of Moments Estimation
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Q5600584
@@ Property / cites work: Q5600584 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of principal component roots under local alternatives to multiple roots
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / cites work @@
+Q4869532
@@ Property / cites work: Q4869532 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(03)00089-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2047629220
@@ Property / OpenAlex ID: W2047629220 / rank @@
+Normal rank