GMM and misspecification correction for misspecified models with diverging number of parameters
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Publication:2300520
DOI10.1007/S10255-019-0852-4zbMATH Open1452.62212OpenAlexW2995301308WikidataQ126535030 ScholiaQ126535030MaRDI QIDQ2300520FDOQ2300520
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Cited in
(5)- Inference for iterated GMM under misspecification
- Detection of the symmetry of model errors for partial linear single-index models
- Analysis, detection and correction of misspecified discrete time state space models
- A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
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