Sample sensitivity for two-step and continuous updating GMM estimators (Q2226955)
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scientific article; zbMATH DE number 7308222
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| English | Sample sensitivity for two-step and continuous updating GMM estimators |
scientific article; zbMATH DE number 7308222 |
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Sample sensitivity for two-step and continuous updating GMM estimators (English)
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9 February 2021
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sensitivity analysis
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generalized method of moments
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misspecification
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0.7899245023727417
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0.7899245023727417
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0.7757050395011902
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0.7737331390380859
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0.7701080441474915
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