Local influence analysis for GMM estimation
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Publication:2125728
DOI10.1007/s10182-021-00398-5zbMath1486.62225OpenAlexW3153836254MaRDI QIDQ2125728
Publication date: 14 April 2022
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-021-00398-5
local influenceinfluential observationsGMM estimationperturbation schemegeneralized Cook statisticgeneralized influence function
Applications of statistics to economics (62P20) Diagnostics, and linear inference and regression (62J20)
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