A Comparison of Partially Adaptive and Reweighted Least Squares Estimation

DOI10.1081/ETC-120020459zbMath1106.62312MaRDI QIDQ4805308

James B. McDonald, Whitney K. Newey, Brian H. Boyer

Publication date: 12 May 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

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