Titel: Finite Sample Properties of Some Alternative Gmm Estimators (Classic Reprint)
Verlag: Forgotten Books
Ver�ffentlichungsdatum: 2018
Sprache: Englisch
ISBN-10: 0331971496
ISBN-13: 9780331971491
Bindung: HRD
Zustand: New

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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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