Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models". [Journal of Econometrics 114 (2003) 361-394] (DOI:10.1016/S0304-4076(03)00089-7);The large sample behaviour of the generalized method of moments estimator in misspecified models

Journal of Econometrics

Volumn 114, Issue 2, 2003, Pages 361-394

  Hall, Alastair R ^a   Inoue, Atsushi ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Asymptotic distribution theory; Generalized method of moments; Misspecification

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBABILITY; STATISTICAL TESTS; THEOREM PROVING; VECTORS;

ASYMPTOTIC DISTRIBUTION THEORY; NON-LOCAL MISSPECIFICATION;

METHOD OF MOMENTS;

EID: 0242566070     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.02.006     Document Type: Erratum

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