Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594)
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scientific article; zbMATH DE number 7048276
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| 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; zbMATH DE number 7048276 |
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Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (English)
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26 April 2019
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asymptotic mixed normality
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fixed-smoothing asymptotics
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heteroskedasticity and autocorrelation
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nonstandard asymptotics
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two-step GMM estimation
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0.7997747659683228
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0.7873509526252747
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0.7808681726455688
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0.7760897278785706
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0.7594392895698547
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