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Generalized method of moment estimation
2011The generalized method of moments (GMM) was introduced by Hansen in 1982. It is of great importance in econometrics because it provides a unified framework for the analysis of many well-known estimators, such as least squares, instrumental variables (IV), and maximum likelihood (ML).
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Generalized method of moments specification testing
Journal of Econometrics, 1985This article analyzes the asymptotic power properties of the class of specification tests which are based on a finite set of moment conditions. It is found that for such tests there are misspecification directions for which the power of the test does not go to one as the sample size grows.
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Generalized Methods of Moments
Journal of Business & Economic Statistics, 2002Ravi Jagannathan +2 more
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Method of moments: A versatile tool for deterministic modeling of polymerization kinetics
European Polymer Journal, 2015Erlita Mastan, Shiping Zhu
exaly