THE PROPERTIES OF Lp-GMM ESTIMATORS

DOI10.1017/S0266466602182107zbMath1109.62321OpenAlexW1979779871MaRDI QIDQ4807297

Chirok Han, Robert M. de Jong

Publication date: 18 May 2003

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

Full work available at URL: https://doi.org/10.1017/s0266466602182107

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Detecting invalid instruments using \(L_{1}\)-GMM

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