Proofs for large sample properties of generalized method of moments estimators

DOI10.1016/J.JECONOM.2012.05.008MaRDI QIDQ528048zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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

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