Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models
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Publication:289229
DOI10.1016/j.jeconom.2007.02.006zbMath1418.62058OpenAlexW2087737046MaRDI QIDQ289229
Alastair R. Hall, Atsushi Inoue
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.02.006
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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