GMM, maximum likelihood, and nonparametric efficiency
type: Item
instance of: scholarly article
title: GMM, maximum likelihood, and nonparametric efficiency
zbMATH Open document ID: 0751.62010
DOI: 10.1016/0165-1765(92)90095-G
author: Kerry Back
author: David P. Brown
published in: Economics Letters
publication date: 1992-10-05T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 69033
zbMATH Keywords: optimal generalized method of moments estimator
zbMATH Keywords: asymptotic equivalence
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: Publication
cites work: Q5333460
cites work: Asymptotic efficiency in estimation with conditional moment restrictions
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: On a Non-Parametric Analogue of the Information Matrix
cites work: Q5725134
full work available at URL: 0165-1765(92)90095-g
OpenAlex ID: W1986770141
description: scientific article; zbMATH DE number 69033