One-Step Estimators for Over-Identified Generalized Method of Moments Models
- 1 July 1997
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 64 (3) , 359-383
- https://doi.org/10.2307/2971718
Abstract
In this paper I discuss alternatives to the GMM estimators proposed by Hansen (1982) and others. These estimators are shown to have a number of advanKeywords
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