An Alternative Asymptotic Analysis of Residual-Based Statistics
نویسندگان
چکیده
منابع مشابه
An Alternative Asymptotic Analysis of Residual-Based Statistics
This paper offers an alternative technique to derive the limiting distribution of residual-based statistics or, more general, the limiting distribution of statistics with estimated nuisance parameters. This technique allows us to unify many known results on two-stage estimators and tests and we also derive new results. The technique is especially useful in situations where smoothness of the sta...
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ژورنال
عنوان ژورنال: Review of Economics and Statistics
سال: 2012
ISSN: 0034-6535,1530-9142
DOI: 10.1162/rest_a_00151