Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Nov, 2014, Volume 82, Issue 6

Fixed-smoothing Asymptotics in a Two-step Generalized Method of Moments Framework

https://doi.org/10.3982/ECTA11684
p. 2327-2370

Yixiao Sun


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Supplemental Material

Supplement to "Fixed-smoothing Asymptotics in a Two-step GMM Framework"

Supplement to "Fixed-smoothing Asymptotics in a Two-step GMM Framework"