The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512)
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scientific article; zbMATH DE number 6877074
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic properties of GMM and indirect inference under second-order identification |
scientific article; zbMATH DE number 6877074 |
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The asymptotic properties of GMM and indirect inference under second-order identification (English)
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31 May 2018
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moment-based estimation
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first-order identification failure
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minimum-chi squared estimation
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simulation-based estimation
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