Econometrica: Journal of the Econometric Society, vol. 50, issue 4 (1982) pp. 1029-1054 Published by JSTOR
IN THIS PAPER we study the large sample properties of a class of generalized method of moments (GMM) estimators which subsumes many standard econo- metric estimators . To motivate this class, consider an econometric model whose parameter vector we wish to estimate. The ...
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