The potential for efficiency gains in estimation from the use of additional moment restrictions

DOI10.1016/0304-4076(92)90093-7zbMath0850.62907OpenAlexW2001095107MaRDI QIDQ1194035

Gordon C. R. Kemp

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90093-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Adaptive estimates for autoregressive processes
• Adaptive estimation of regression models via moment restrictions
• Asymptotic efficiency in estimation with conditional moment restrictions
• The nonlinear two-stage least-squares estimator
• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes

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