A Stopping Rule for the Computation of Generalized Method of Moments Estimators
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Publication:4368518
DOI10.2307/2171944zbMath0899.62101OpenAlexW2124625132MaRDI QIDQ4368518
Publication date: 22 June 1998
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d11/d1120.pdf
global optimizationconsistencyasymptotic normalitygeneralized method of moments estimatorstopping-rulej-step estimator
Estimation in multivariate analysis (62H12) Numerical optimization and variational techniques (65K10) Sequential estimation (62L12) Probabilistic methods, stochastic differential equations (65C99)
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