Consistent Moment Selection Procedures for Generalized Method of Moments Estimation

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Publication:4530942

DOI10.1111/1468-0262.00036zbMath1056.62505OpenAlexW2111678864MaRDI QIDQ4530942

Donald W. K. Andrews

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d11/d1146-r.pdf




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