A stopping rule for the computation of generalized method of moments estimators

Econometrica

Volumn 65, Issue 4, 1997, Pages 913-931

  Andrews, Donald W K ^a  

^a NONE

Author keywords

Computation; Generalized method of moments estimator; Global optimization; J step estimator; Stopping rule

Indexed keywords

EID: 0347243114     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171944     Document Type: Article

References (16)

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