The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512)
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scientific article; zbMATH DE number 6877074
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| English | The asymptotic properties of GMM and indirect inference under second-order identification |
scientific article; zbMATH DE number 6877074 |
Statements
The asymptotic properties of GMM and indirect inference under second-order identification (English)
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31 May 2018
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moment-based estimation
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first-order identification failure
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minimum-chi squared estimation
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simulation-based estimation
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0.8306341767311096
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0.8030188679695129
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0.8030186295509338
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0.7953259348869324
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0.7828742265701294
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