A Stopping Rule for the Computation of Generalized Method of Moments Estimators
- 1 July 1997
- journal article
- Published by JSTOR in Econometrica
- Vol. 65 (4) , 913
- https://doi.org/10.2307/2171944
Abstract
To obtain consistency and asymptotic normality, a generalized method of moments (GMM) estimator typically is defined to be an approximate global minimizer of a ...Keywords
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