Case deletion diagnostics for GMM estimation
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Publication:1659492
DOI10.1016/j.csda.2015.10.003zbMath1468.62180MaRDI QIDQ1659492
Gemai Chen, Jun Lu, Jian-hua Zhao, Lei Shi
Publication date: 15 August 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.2015.10.003
case deletion; influential observations; GMM estimator; diagnostic measures; GMM-leverage; GMM-residual
62P20: Applications of statistics to economics
62-08: Computational methods for problems pertaining to statistics
62J20: Diagnostics, and linear inference and regression
Uses Software