The Falstaff estimator
type: Item
instance of: scholarly article
title: The Falstaff estimator
zbMATH Open document ID: 0911.90074
DOI: 10.1016/S0165-1765(98)00122-0
author: José A. F. Machado
author: Roger Koenker
published in: Economics Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1238604
zbMATH Keywords: GMM
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: moment expansion
zbMATH Keywords: robustness
MaRDI profile type: Publication
cites work: More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form
cites work: Q4178373
cites work: The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
cites work: GMM inference when the number of moment conditions in large
cites work: Approximate Normality of Generalized Least Squares Estimates
cites work: Q4124164
Wikidata QID: Q126408252
full work available at URL: s0165-1765(98)00122-0
OpenAlex ID: W2089644137
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description: scientific article; zbMATH DE number 1238604