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- W4230680010 abstract "Generalized method of moments estimates econometric models without requiring a full statistical specification. One starts with a set of moment restrictions that depend on data and an unknown parameter vector to be estimated. When there are more moment restrictions than underlying parameters, there is family of such estimators. The tractable form of the large sample properties of this family facilitates efficient estimation and statistical testing. This article motivates the method, presents some of the underlying statistical properties and discusses implementation." @default.
- W4230680010 created "2022-05-11" @default.
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- W4230680010 date "2008-01-01" @default.
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- W4230680010 title "Generalized Method of Moments Estimation" @default.
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- W4230680010 doi "https://doi.org/10.1057/978-1-349-95121-5_2486-1" @default.
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