Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594)
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scientific article; zbMATH DE number 7048276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework |
scientific article; zbMATH DE number 7048276 |
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Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (English)
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26 April 2019
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asymptotic mixed normality
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fixed-smoothing asymptotics
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heteroskedasticity and autocorrelation
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nonstandard asymptotics
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two-step GMM estimation
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