Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331)

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scientific article; zbMATH DE number 7813286
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Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
scientific article; zbMATH DE number 7813286

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    Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (English)
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    5 March 2024
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    consistency
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    diagnostic test
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    root-\(\mathrm{n}\) asymptotic normality
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