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A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters - MaRDI portal

A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters (Q1393067)

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scientific article; zbMATH DE number 1182312
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A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters
scientific article; zbMATH DE number 1182312

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    A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters (English)
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    15 November 1998
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    constraints
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    consistency
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    generalized method of moments
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    bootstrapped GMM estimators
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    nonlinear programming
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