The indirect continuous-GMM estimation
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Publication:1623544
DOI10.1016/j.csda.2013.09.023zbMath1506.62098OpenAlexW2238562926MaRDI QIDQ1623544
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.09.023
generalized method of momentsempirical characteristic functioncovariance operatorconditional moment restrictionindirect estimationcontinuum of moment conditions
Asymptotic properties of parametric estimators (62F12) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)
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Cites Work
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