Large Sample Properties of Generalized Method of Moments Estimators (Q61354)
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scientific article; zbMATH DE number 3791507
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| English | Large Sample Properties of Generalized Method of Moments Estimators |
scientific article; zbMATH DE number 3791507 |
Statements
50
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4
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1029
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July 1982
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1982
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Large Sample Properties of Generalized Method of Moments Estimators (English)
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generalized method of moments estimators
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asymptotic normality
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strong consistency
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orthogonality conditions
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heteroscedasticity
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serial correlation
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testing over-identifying restrictions
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stationarity
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ergodicity
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