A Stopping Rule for the Computation of Generalized Method of Moments Estimators (Q4368518)
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scientific article; zbMATH DE number 1094735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stopping Rule for the Computation of Generalized Method of Moments Estimators |
scientific article; zbMATH DE number 1094735 |
Statements
A Stopping Rule for the Computation of Generalized Method of Moments Estimators (English)
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22 June 1998
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generalized method of moments estimator
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j-step estimator
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consistency
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asymptotic normality
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global optimization
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stopping-rule
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