Finite-sample properties of some alternative GMM estimators

Journal of Business and Economic Statistics

Volumn 14, Issue 3, 1996, Pages 262-280

  Hansen, Lars Peter ^a   Heaton, John ^b   Yaron, Amir ^c  

^a UNIVERSITY OF CHICAGO   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Asset pricing; Generalized method of moments; Monte Carlo

Indexed keywords

EID: 0030545862     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524656     Document Type: Article

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