Finite Sample Properties of Some Alternative Gmm Estimators (Classic Reprint) - Hardcover

Hansen, Lars Peter

Hardcover

ISBN 10: 0331971496 ISBN 13: 9780331971491

Verlag: Forgotten Books, 2018

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Excerpt from Finite Sample Properties of Some Alternative Gmm Estimators

Let vtw) denote (an infeasible) consistent estimator of this covariance matrix. This latter estimator is typically made operational by substituting a consistent estimator for (3.

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Details zur Ausgabe

• Verlag: Forgotten Books
• Erscheinungsdatum: 2018
• ISBN 10: 0331971496
• ISBN 13: 9780331971491
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 64