GMM, GEL, Serial Correlation, and Asymptotic Bias (Q5393904)

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scientific article; zbMATH DE number 5066836
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GMM, GEL, Serial Correlation, and Asymptotic Bias
scientific article; zbMATH DE number 5066836

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    GMM, GEL, Serial Correlation, and Asymptotic Bias (English)
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    24 October 2006
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    GMM
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    empirical likelihood
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    higher order asymptotie expansions
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    asymptotie bias
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    serial correlation
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    HAC estimation
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    smoothed moment conditions
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