Sieve semiparametric two-step GMM under weak dependence (Q496156)
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scientific article; zbMATH DE number 6483278
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| English | Sieve semiparametric two-step GMM under weak dependence |
scientific article; zbMATH DE number 6483278 |
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Sieve semiparametric two-step GMM under weak dependence (English)
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18 September 2015
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sieve two-step GMM
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weakly dependent data
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auto-correlation robust inference
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semiparametric over-identification test
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numerical equivalence
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random perturbation derivative estimator
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0.835875928401947
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0.8284047842025757
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0.8206583261489868
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0.7874149084091187
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