Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models

DOI10.1016/J.JECONOM.2007.02.006MaRDI QIDQ289229zbMATH OpenOpenAlexFDO

Authors Alastair Hall, Atsushi Inoue

Publication date 27 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.02.006

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited in

(3)

• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Erratum to: ``Continuous orthogonal complement functions and distribution-free goodness of fit tests in moment structure analysis
• Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model

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