The weighted method of moments approach for moment condition models

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 107
Issue: 2
Pages: 183-186

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes weighted method of moments for estimating over-identified moment condition models. Weighted method of moments is asymptotically equivalent to, but may have better finite sample properties than generalized method of moments and empirical likelihood.

Technical Details

RePEc Handle
repec:eee:ecolet:v:107:y:2010:i:2:p:183-186
Journal Field
General
Author Count
1
Added to Database
2026-01-29