The weighted method of moments approach for moment condition models

DOI10.1016/j.econlet.2010.01.019zbMath1204.62035OpenAlexW2008385655MaRDI QIDQ974198

Zhiguo Xiao

Publication date: 27 May 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.01.019

zbMATH Keywords

small sample propertiesweighted method of momentsmoment condition models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (2)

Using invalid instruments on purpose: focused moment selection and averaging for GMM ⋮ Estimation with unbalanced panel data having covariate measurement error

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Efficient estimation of models for dynamic panel data
• Empirical likelihood and general estimating equations
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Information Theoretic Approaches to Inference in Moment Condition Models
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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