Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework |
scientific article |
Statements
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (English)
0 references
26 April 2019
0 references
asymptotic mixed normality
0 references
fixed-smoothing asymptotics
0 references
heteroskedasticity and autocorrelation
0 references
nonstandard asymptotics
0 references
two-step GMM estimation
0 references
