Proofs for large sample properties of generalized method of moments estimators

A-Tier
Journal: Journal of Econometrics
Year: 2012
Volume: 170
Issue: 2
Pages: 325-330

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

I present proofs for the consistency of generalized method of moments (GMM) estimators presented in Hansen (1982). Some basic approximation results provide the groundwork for the analysis of a class of such estimators. Using these results, I establish the large sample convergence of GMM estimators under alternative restrictions on the estimation problem.

Technical Details

RePEc Handle
repec:eee:econom:v:170:y:2012:i:2:p:325-330
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25