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Efficient GMM estimation with singular system of moment conditions - MaRDI portal

Efficient GMM estimation with singular system of moment conditions (Q5880047)

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scientific article; zbMATH DE number 7660239
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English
Efficient GMM estimation with singular system of moment conditions
scientific article; zbMATH DE number 7660239

    Statements

    title
    Efficient GMM estimation with singular system of moment conditions (English)
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    author
    Zhiguo Xiao
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    publication date
    7 March 2023
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    zbMATH Keywords
    singular moment condition models
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    generalised method of moments
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    reflexive generalised inverses
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    imposing random noises
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    cites work
    Q5708419
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    Q5461413
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    Q5849795
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    Q5645536
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    Q3057799
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    Q3580912
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    Identifiers

    zbMATH DE Number
    7660239
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    OpenAlex ID
    W2969658666
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