Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference
- 1 October 2002
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 20 (4) , 507-517
- https://doi.org/10.1198/073500102288618649
Abstract
Generalized method of moments (GMM) has been an important innovation in econometrics. Its usefulness has motivated a search for good inference procedures based on GMM. This article presents a novel...Keywords
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