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IMPLIED PROBABILITIES IN GMM ESTIMATORS
被引:50
作者
:
BACK, K
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,SCH BUSINESS,DEPT FINANCE,BLOOMINGTON,IN 47405
INDIANA UNIV,SCH BUSINESS,DEPT FINANCE,BLOOMINGTON,IN 47405
BACK, K
[
1
]
BROWN, DP
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,SCH BUSINESS,DEPT FINANCE,BLOOMINGTON,IN 47405
INDIANA UNIV,SCH BUSINESS,DEPT FINANCE,BLOOMINGTON,IN 47405
BROWN, DP
[
1
]
机构
:
[1]
INDIANA UNIV,SCH BUSINESS,DEPT FINANCE,BLOOMINGTON,IN 47405
来源
:
ECONOMETRICA
|
1993年
/ 61卷
/ 04期
关键词
:
D O I
:
10.2307/2951771
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:971 / 975
页数:5
相关论文
共 6 条
[1]
HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATION
ANDREWS, DWK
论文数:
0
引用数:
0
h-index:
0
ANDREWS, DWK
[J].
ECONOMETRICA,
1991,
59
(03)
: 817
-
858
[2]
GMM, MAXIMUM-LIKELIHOOD AND NONPARAMETRIC EFFICIENCY
BACK, K
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,BLOOMINGTON,IN 47401
INDIANA UNIV,BLOOMINGTON,IN 47401
BACK, K
BROWN, DP
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,BLOOMINGTON,IN 47401
INDIANA UNIV,BLOOMINGTON,IN 47401
BROWN, DP
[J].
ECONOMICS LETTERS,
1992,
39
(01)
: 23
-
28
[3]
ASYMPTOTIC EFFICIENCY IN ESTIMATION WITH CONDITIONAL MOMENT RESTRICTIONS
CHAMBERLAIN, G
论文数:
0
引用数:
0
h-index:
0
CHAMBERLAIN, G
[J].
JOURNAL OF ECONOMETRICS,
1987,
34
(03)
: 305
-
334
[4]
EFFICIENT CAPITAL-MARKETS .2.
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF FINANCE,
1991,
46
(05)
: 1575
-
1617
[5]
HANSEN LP, 1982, ECONOMETRICA, V50, P1059
[6]
Manski C. F., 1988, ANALOG ESTIMATION ME
←
1
→
共 6 条
[1]
HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATION
ANDREWS, DWK
论文数:
0
引用数:
0
h-index:
0
ANDREWS, DWK
[J].
ECONOMETRICA,
1991,
59
(03)
: 817
-
858
[2]
GMM, MAXIMUM-LIKELIHOOD AND NONPARAMETRIC EFFICIENCY
BACK, K
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,BLOOMINGTON,IN 47401
INDIANA UNIV,BLOOMINGTON,IN 47401
BACK, K
BROWN, DP
论文数:
0
引用数:
0
h-index:
0
机构:
INDIANA UNIV,BLOOMINGTON,IN 47401
INDIANA UNIV,BLOOMINGTON,IN 47401
BROWN, DP
[J].
ECONOMICS LETTERS,
1992,
39
(01)
: 23
-
28
[3]
ASYMPTOTIC EFFICIENCY IN ESTIMATION WITH CONDITIONAL MOMENT RESTRICTIONS
CHAMBERLAIN, G
论文数:
0
引用数:
0
h-index:
0
CHAMBERLAIN, G
[J].
JOURNAL OF ECONOMETRICS,
1987,
34
(03)
: 305
-
334
[4]
EFFICIENT CAPITAL-MARKETS .2.
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF FINANCE,
1991,
46
(05)
: 1575
-
1617
[5]
HANSEN LP, 1982, ECONOMETRICA, V50, P1059
[6]
Manski C. F., 1988, ANALOG ESTIMATION ME
←
1
→