Proofs for large sample properties of generalized method of moments estimators

DOI10.1016/J.JECONOM.2012.05.008zbMATH Open1443.62457OpenAlexW2084085019MaRDI QIDQ528048FDOQ528048

Authors: 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

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Mathematics Subject Classification ID

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

Cites Work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• scientific article; zbMATH DE number 3335699 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Large Sample Properties of Generalized Method of Moments Estimators

Cited In (5)

• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Empirical asset pricing with multi-period disaster risk: a simulation-based approach
• THE PROPERTIES OF L_p-GMM ESTIMATORS
• Inference in coarsened time series via generalized method of moments
• Law of large numbers for discretely observed random functions

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