Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models
DOI10.1016/J.JECONOM.2007.02.006zbMATH Open1418.62058OpenAlexW2087737046MaRDI QIDQ289229FDOQ289229
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
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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