Methods for estimation in inference in modern econometrics.

DOI10.1201/B10940MaRDI QIDQ3002176zbMATH OpenOpenAlexFDO

Authors Stanislav Anatolyev, Nikolay Gospodinov

Publication date 19 May 2011

Full work available at URL https://doi.org/10.1201/b10940

zbMATH Keywords

general method of moments (GMM)generalized empirical likelihoodhigher-order asymptotic approximationsinference in misspecified modelsmoment condition models

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Applications of statistics to economics (62P20)

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