The large sample behaviour of the generalized method of moments estimator in misspecified models
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Publication:1810674
DOI10.1016/S0304-4076(03)00089-7zbMath1014.62012OpenAlexW2047629220MaRDI QIDQ1810674
Alastair R. Hall, Atsushi Inoue
Publication date: 9 June 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00089-7
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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Uses Software
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