Sargan's Intrumental Variables Estimation and the Generalized Method of Moments
- 1 October 2002
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 20 (4) , 450-459
- https://doi.org/10.1198/073500102288618595
Abstract
This article surveys J. D. Sargan's work on instrumental variables (IV) estimation and its connections with the generalized method of moments (GMM). First the modeling context in which Sargan motiv...Keywords
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