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

Hansen, Lars Peter

 
9780331971491: Finite Sample Properties of Some Alternative Gmm Estimators (Classic Reprint)

Synopsis

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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