Proofs for large sample properties of generalized method of moments estimators

DOI10.1016/j.jeconom.2012.05.008zbMath1443.62457OpenAlexW2084085019MaRDI QIDQ528048

Lars Peter Hansen

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001200

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

Law of large numbers for discretely observed random functions ⋮ Empirical asset pricing with multi-period disaster risk: a simulation-based approach

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Asymptotic Properties of Non-Linear Least Squares Estimators
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