Asymptotic Bias for Gmm and Gel Estimators with Estimated Nuisance Parameters

AuthID
P-012-V1E
3
Author(s)
Newey W.K.
·
Smith R.J.
Document Type
Book Chapter
Year published
2005
Published
in Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
Volume: 9780521844413, Pages: 245-281 (36)
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Publication Identifiers
Scopus: 2-s2.0-33847613136
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