Publication:3580912

zbMath1193.62030MaRDI QIDQ3580912

Jun Shao, Mari Palta, Zhiguo Xiao, Ruifeng Xu

Publication date: 14 August 2010

zbMATH Keywords

efficient GMM; first-stage GMM

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62J99: Linear inference, regression

65C05: Monte Carlo methods