POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL

DOI10.1017/S0266466609090677zbMath1183.91153OpenAlexW2042588005MaRDI QIDQ5187628

Lung-fei Lee

Publication date: 26 February 2010

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

Full work available at URL: https://doi.org/10.1017/s0266466609090677

zbMATH Keywords

rational expectationsminimum distance (MD)within/between-group estimates

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Applications of statistics to social sciences (62P25) Point estimation (62F10) Models of societies, social and urban evolution (91D10) Dynamic stochastic general equilibrium theory (91B51)

Related Items (4)

Efficient minimum distance estimator for quantile regression fixed effects panel data ⋮ Robust inference in nonlinear models with mixed identification strength ⋮ Efficient minimum distance estimation with multiple rates of convergence ⋮ AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS

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