Oracle GMM estimation for misspecified models via thresholding (Q5083448)
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scientific article; zbMATH DE number 7544539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracle GMM estimation for misspecified models via thresholding |
scientific article; zbMATH DE number 7544539 |
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Oracle GMM estimation for misspecified models via thresholding (English)
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20 June 2022
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GMM inference
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oracle property
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misspecified models
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thresholding
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instrumental variable regression
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vector autoregressive time series
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measurement error
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