Method of Moments and Generalized Method of Moments
Bibliographic Data
| ID | 23616168 |
|---|---|
| Authors | Lars Peter Hansen (0000-0003-0035-8558, University of Illinois Chicago, corresponding author) |
| Year | 2015 |
| Pages | 294-301 |
| Publication date | 2015-01-01 |
| Open Access | Yes |
| Type | CHAPTER |
| Venue | International Encyclopedia of the Social & Behavioral Sciences (SOURCE_BOOK) |
| Publisher | Elsevier (PUBLISHER • RU) |
| DOI | 10.1016/b978-0-08-097086-8.42029-5 |
| OpenAlex | W837995330 |
| ISBN | 9780080970868 |
| Language | EN |
| References cited | 31 |
Algorithm · Econometrics · Estimation · Feature (linguistics) · Generalized method of moments · Inference · Mathematical optimization · Method of moments (probability theory) · Panel data · Series (stratigraphy) · Statistics · Applied Mathematics · Artificial Intelligence · Computer Science · Engineering · Financial Risk and Volatility Modeling · Hydrology and Drought Analysis · Mathematics · Probabilistic and Robust Engineering Design
Monetary Policy Rules and Macroeconomic Stability
GMM with Weak Identification
The Estimation of Economic Relationships using Instrumental Variables
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
Large Sample Properties of Generalized Method of Moments Estimators
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Finite-Sample Properties of Some Alternative GMM Estimators
Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors
A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model
Intertemporal Substitution in Consumption
Forward Exchange Rates as Optimal Predictors of Future Spot Rates
The Empirical Foundations of Calibration
| Highly cited | No |
|---|