Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters

Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg

Volumn 9780521844413, Issue , 2005, Pages 245-281

  Newey, Whitney K ^a   Ramalho, Joaquim J S ^b   Smith, Richard J ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF ÉVORA   (Portugal)

^c UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33847613136     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511614491.012     Document Type: Chapter

References (19)

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