GMM, GEL, Serial Correlation, and Asymptotic Bias (Q5393904)
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scientific article; zbMATH DE number 5066836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GMM, GEL, Serial Correlation, and Asymptotic Bias |
scientific article; zbMATH DE number 5066836 |
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GMM, GEL, Serial Correlation, and Asymptotic Bias (English)
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24 October 2006
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GMM
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empirical likelihood
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higher order asymptotie expansions
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asymptotie bias
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serial correlation
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HAC estimation
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smoothed moment conditions
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