Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators

DOI10.1080/07350015.2021.2019047OpenAlexW4200562381MaRDI QIDQ6190331FDOQ6190331

Authors: Yuya Sasaki, Yu-Long Wang 

Publication date: 5 March 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07350015.2021.2019047

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zbMATH Keywords

consistencydiagnostic testroot-\(\mathrm{n}\) asymptotic normality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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