The Indirect Continuous-GMM Estimation
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- Kotchoni, Rachidi, 2014. "The indirect continuous-GMM estimation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 464-488.
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More about this item
Keywords
Conditional moment restriction; Continuum of moment conditions; Covari- ance operator; Empirical characteristic function; Generalized method of moments; Indirect estimation;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-10-11 (Econometrics)
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