LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS

被引：6647

|

作者：

HANSEN, LP

机构：

来源：

ECONOMETRICA | 1982年 / 50卷 / 04期

关键词：

D O I：

10.2307/1912775

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：1029 / 1054

页数：26

相关论文

共 50 条

[1] Proofs for large sample properties of generalized method of moments estimators
Hansen, Lars Peter
[J]. JOURNAL OF ECONOMETRICS, 2012, 170 (02) : 325 - 330
[2] POST-SAMPLE PREDICTION TESTS FOR GENERALIZED-METHOD OF MOMENTS ESTIMATORS
HOFFMAN, D
PAGAN, A
[J]. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 1989, 51 (03) : 333 - 343
[3] A METHOD FOR CALCULATING BOUNDS ON THE ASYMPTOTIC COVARIANCE MATRICES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS
HANSEN, LP
[J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 203 - 238
[4] GENERALIZED-METHOD OF MOMENTS SPECIFICATION TESTING
NEWEY, WK
[J]. JOURNAL OF ECONOMETRICS, 1985, 29 (03) : 229 - 256
[5] FINITE-SAMPLE PROPERTIES OF THE GENERALIZED-METHOD OF MOMENTS IN TESTS OF CONDITIONAL ASSET PRICING-MODELS
FERSON, WE
FOERSTER, SR
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1994, 36 (01) : 29 - 55
[6] Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke
[J]. ECONOMETRICS JOURNAL, 2011, 14 (02): : 321 - 329
[7] THE GENERALIZED-METHOD OF MOMENTS AS APPLIED TO THE GENERALIZED GAMMA-DISTRIBUTION
ASHKAR, F
BOBEE, B
LEROUX, D
MORISETTE, D
[J]. STOCHASTIC HYDROLOGY AND HYDRAULICS, 1988, 2 (03): : 161 - 174
[8] NONNESTED TESTS FOR COMPETING MODELS ESTIMATED BY GENERALIZED-METHOD OF MOMENTS
SMITH, RJ
[J]. ECONOMETRICA, 1992, 60 (04) : 973 - 980
[9] A GENERALIZED-METHOD OF MOMENTS APPROACH TO ESTIMATING A STRUCTURAL VECTOR AUTOREGRESSION
HARTLEY, PR
WALSH, CE
[J]. JOURNAL OF MACROECONOMICS, 1992, 14 (02) : 199 - 232
[10] GENERALIZED-METHOD OF MOMENTS APPLIED TO LP3 DISTRIBUTION
BOBEE, B
ASHKAR, F
[J]. JOURNAL OF HYDRAULIC ENGINEERING, 1988, 114 (08) : 899 - 909

← 1 2 3 4 5 →