Proofs for large sample properties of generalized method of moments estimators

Journal of Econometrics

Volumn 170, Issue 2, 2012, Pages 325-330

  Hansen, Lars Peter ^a  

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION RESULTS; ESTIMATION PROBLEM; GENERALIZED METHOD OF MOMENTS; GMM ESTIMATORS;

ECONOMICS; MATHEMATICAL TECHNIQUES;

METHOD OF MOMENTS;

EID: 84865334146     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.008     Document Type: Conference Paper

References (6)

1. P. Billingsley Convergence of Probability Measures Wiley Series in Probability and Mathematical Statistics 1968
2. L. Breiman Probability Addison-Wesley Series in Statistics 1968
3. Debreu, G.; 1967. Integration of correspondences, in: Proc. 5th Berkeley Symp. Math. Stat. Probab.; vol. 2, 19651966, Part 1.
4. M.H. DeGroot Optimal Statistical Decisions 1970 McGraw-Hill New York
5. L.P. Hansen Large sample properties of generalized method of moments estimators Econometrica 50 1982 1029 1054
6. R.I. Jennrich Asymptotic properties of non-linear least squares estimators The Annals of Mathematical Statistics 40 2 1969 633 643