Confidence intervals in generalized method of moments models

Journal of Econometrics

Volumn 107, Issue 1-2, 2002, Pages 87-98

  Imbens, Guido W ^a,b   Spady, Richard ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Confidence intervals; Empirical likelihood; Generalized method of moments; Hypothesis testing; Overidentification

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; ECONOMICS; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; NORMAL DISTRIBUTION; OPTIMIZATION; PARAMETER ESTIMATION; STATISTICAL TESTS;

ECONOMETRICS; EMPIRICAL LIKELIHOOD (EL) ESTIMATION; GENERALIZED METHOD OF MOMENTS (GMM); KURTOSIS;

METHOD OF MOMENTS;

EID: 0010662524     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00114-2     Document Type: Article

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