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

Journal of Econometrics, 114(2): 361--394, 2003.
Authors: Alastair R. Hall and Atsushi Inoue
URL: http://www.sciencedirect.com/science/article/B6VC0-484VG9K-3/2/b0c578670328638c9ee619af0348a557
Description: Journal of Econometrics
Tags: Asymptotic distribution theory
| URL | BibTeX  
@article{Hall2003,
title = {The large sample behaviour of the generalized method of moments estimator in misspecified models},
author = {Alastair R. Hall and Atsushi Inoue},
journal = {Journal of Econometrics},
month = {Jun},
number = {2},
pages = {361--394},
url = {http://www.sciencedirect.com/science/article/B6VC0-484VG9K-3/2/b0c578670328638c9ee619af0348a557},
volume = {114},
year = {2003},
description = {Journal of Econometrics},
keywords = {Asymptotic distribution theory }
}