GMM estimation with cross sectional dependence
- Author
- CONLEY, T. G1
[1] Department of Economics, Northwestern University, Evanston, IL 60208, United States - Source
Journal of econometrics. 1999, Vol 92, Num 1, pp 1-45 ; ref : 1 p.1/4
- CODEN
- JECMB6
- ISSN
- 0304-4076
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Keyword (fr)
- Analyse covariance Econométrie Matrice covariance Matrice définie positive Méthode moment Normalité asymptotique Structure donnée Série temporelle
- Keyword (en)
- Covariance analysis Econometrics Covariance matrix Positive definite matrix Moment method Asymptotic normality Data structure Time series
- Keyword (es)
- Análisis covariancia Econometría Matriz covariancia Matriz definida positiva Método momento Normalidad asintótica Estructura datos Serie temporal
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 1210789
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S0304-4076(98)00084-0 
https://dx.doi.org/10.1016/S0304-4076(98)00084-0
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