Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945)
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scientific article; zbMATH DE number 6608361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel |
scientific article; zbMATH DE number 6608361 |
Statements
Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (English)
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1 August 2016
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optimal instruments
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flat-top kernels
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empirical likelihood bootstrap
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GMM
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0.85556436
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0.83062744
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0.8243505
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0.82069737
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0.81692505
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