2
votes
Accepted
what to learn to write a comprehensive strong paper?
This depends on exact subfield or even topic you are interested in. For example, there are people who only work on theory, and there you only need strong math background and nothing else. If you work ...
- 53k
2
votes
Two step Generalized Method of Moments (Newey 1994). $\hat{W}$ matrix depending on the nuisance parameter
As long as $\hat{W}\rightarrow W$ where $W$ is the inverse of the variance-covariance matrix of moments, then all of the asymptotic properties hold. You seem to be asking if this applies in your case.
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