On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
type: Item
instance of: scholarly article
title: On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
zbMATH Open document ID: 1176.62056
author: J. Blot
published in: Economics Letters
publication date: 2009-11-17T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5634544
zbMATH Keywords: GMM
zbMATH Keywords: (Q)MLE
zbMATH Keywords: covariance structures
zbMATH Keywords: LISREL
zbMATH Keywords: MIMIC
zbMATH Keywords: robustness
zbMATH Keywords: generalized method of moments
zbMATH Keywords: quasi-maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: j.econlet.2008.08.019
OpenAlex ID: W2165657975
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cites work: Handbook of econometrics. Volume 2
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: A general method for analysis of covariance structures
cites work: Q4039873
cites work: Robustness of normal theory statistics in structural equation models*
DOI: 10.1016/J.ECONLET.2008.08.019
description: scientific article; zbMATH DE number 5634544