Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
From MaRDI portal
Publication:530945
DOI10.1016/j.jeconom.2009.10.036zbMath1431.62593OpenAlexW2094616350MaRDI QIDQ530945
Publication date: 1 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.036
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)
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