Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
type: Item
instance of: scholarly article
title: Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
zbMATH Open document ID: 1255.62051
author: Emma M. Iglesias
author: G. D. A. Phillips
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6132387
zbMATH Keywords: GMM
zbMATH Keywords: empirical likelihood
zbMATH Keywords: higher order asymptotic expansions
zbMATH Keywords: nonstationarity
zbMATH Keywords: weak dependence
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.09.015
OpenAlex ID: W2039565356
cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias
cites work: GMM estimation with cross sectional dependence
cites work: NONPARAMETRIC ESTIMATION OF THE VARIANCE OF SAMPLE MEANS BASED ON NONSTATIONARY SPATIAL DATA
cites work: Subsampling Methods to Estimate the Variance of Sample Means Based on Nonstationary Spatial Data With Varying Expected Values
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: An Information-Theoretic Alternative to Generalized Method of Moments Estimation
cites work: Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
cites work: A central limit theorem for endogenous locations and complex spatial interactions
DOI: 10.1016/J.ECONLET.2007.09.015
description: scientific article; zbMATH DE number 6132387