An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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Publication:4368516
DOI10.2307/2171942zbMath0894.62011OpenAlexW2050352677MaRDI QIDQ4368516
Michael J. Stutzer, Yuichi Kitamura
Publication date: 22 June 1998
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2171942
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Statistical aspects of information-theoretic topics (62B10)
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