On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock-Reference-Cited by-同舟云学术

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On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock

Published:2017-10 Issue: Volume:129 Page:196-202
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Khovansky Serguey,Zhylyevskyy Oleksandr

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Generic uniform convergence;Andrews;Econometric Theory,1992

2. Andrews, D.W.K., 2003. Cross-section Regression with Common Shocks, Cowles Foundation Discussion Paper 1428, Yale University, http://cowles.yale.edu/publications/cfdp (accessed 08.09.16).

3. Cross-section regression with common shocks;Andrews;Econometrica,2005

4. Probability and Measure;Billingsley,1995

5. Probability Theory: Independence, Interchangeability, Martingales;Chow,1997

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A note on a cross-sectional GMM estimator in the presence of an observable common shock;Statistics;2020-03-03

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