Robust inference with GMM estimators

Journal of Econometrics

Volumn 101, Issue 1, 2001, Pages 37-69

  Ronchetti, Elvezio ^a   Trojani, Fabio ^b  

^a UNIVERSITY OF GENEVA   (Switzerland)

^b Neurocenter of Southern Switzerland and Department of Neurology   (Switzerland)

Author keywords

ARCH models; GMM estimators and tests; Influence function; Robust model selection; Robustness of validity

Indexed keywords

EID: 0002126571     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00073-7     Document Type: Article

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