Information in generalized method of moments estimation and entropy-based moment selection (Q280214)
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scientific article; zbMATH DE number 6578062
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| English | Information in generalized method of moments estimation and entropy-based moment selection |
scientific article; zbMATH DE number 6578062 |
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Information in generalized method of moments estimation and entropy-based moment selection (English)
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9 May 2016
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long run canonical correlations
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efficiency
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near redundancy
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weak identification
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0.8558851480484009
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0.8041782379150391
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0.7989804744720459
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0.7886561155319214
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0.7860690355300903
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