The weighted method of moments approach for moment condition models
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Publication:974198
DOI10.1016/j.econlet.2010.01.019zbMath1204.62035MaRDI QIDQ974198
Publication date: 27 May 2010
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2010.01.019
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
65C05: Monte Carlo methods
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Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Longitudinal data analysis using generalized linear models
- Efficient estimation of models for dynamic panel data
- Empirical likelihood and general estimating equations
- Quasi-Likelihood and Optimal Estimation, Correspondent Paper
- Information Theoretic Approaches to Inference in Moment Condition Models
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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