Generalized Method of Moments With Many Weak Moment Conditions
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Publication:3644910
DOI10.3982/ECTA6224zbMath1176.62055OpenAlexW1795528494WikidataQ63353171 ScholiaQ63353171MaRDI QIDQ3644910
Whitney K. Newey, Frank A. G. Windmeijer
Publication date: 13 November 2009
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta6224
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)
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