The large sample behaviour of the generalized method of moments estimator in misspecified models

Alastair Hall and Atsushi Inoue

Journal of Econometrics, 2003, vol. 114, issue 2, 361-394

Date: 2003
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Citations: View citations in EconPapers (96)

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Working Paper: The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:114:y:2003:i:2:p:361-394

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