Estimation with overidentifying inequality moment conditions

Journal of Econometrics

Volumn 153, Issue 2, 2009, Pages 136-154

  Moon, Hyungsik Roger ^a   Schorfheide, Frank ^b,c,d  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c CEPR   (United Kingdom)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Empirical likelihood estimation; Generalized method of moments; Inequality moment conditions; Instrumental variable estimation; Monetary policy rules

Indexed keywords

EMPIRICAL LIKELIHOOD ESTIMATION; GENERALIZED METHOD OF MOMENTS; INEQUALITY MOMENT CONDITIONS; INSTRUMENTAL VARIABLE ESTIMATION; MONETARY POLICY RULES;

ASYMPTOTIC ANALYSIS; ECONOMICS; STATISTICAL TESTS;

METHOD OF MOMENTS;

EID: 70349293654     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.05.003     Document Type: Article

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