Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters
Newey, W.K., J.J.S. Ramalho, R.J. Smith
,
(2005)
,
"Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters"
,
D.W.K. Andrews, J.H. Stock
,
Identification and Inference in Econometric Models: Essays in Honor of Thomas J.U. Rothenberg
,
New York
,
Cambridge University Press
,
245-281
.
Autor(es) CEFAGE
Joaquim José dos Santos Ramalho