Oracle GMM estimation for misspecified models via thresholding (Q5083448)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Oracle GMM estimation for misspecified models via thresholding |
scientific article; zbMATH DE number 7544539
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Oracle GMM estimation for misspecified models via thresholding |
scientific article; zbMATH DE number 7544539 |
Statements
Oracle GMM estimation for misspecified models via thresholding (English)
0 references
20 June 2022
0 references
GMM inference
0 references
oracle property
0 references
misspecified models
0 references
thresholding
0 references
instrumental variable regression
0 references
vector autoregressive time series
0 references
measurement error
0 references
0 references
0 references
0 references
0 references
0 references
0 references
