Adaptive estimation of regression models via moment restrictions (Q1262659)
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scientific article; zbMATH DE number 4124821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of regression models via moment restrictions |
scientific article; zbMATH DE number 4124821 |
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Adaptive estimation of regression models via moment restrictions (English)
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1988
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adaptive estimation of regression models
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generalized method of moments estimators
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i.i.d. disturbance
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heteroskedastic disturbance
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linearized estimators
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asymptotically efficient
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Monte Carlo study
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small sample performance
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