Large Sample Properties of Generalized Method of Moments Estimators

Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 1029-1054.

Type

Journal article

Intellectual base

Primary research

Year

1982

DOI

10.2307/1912775

Link

https://doi.org/10.2307/1912775

Cited by

1 citation across 1 artifact.

Domain-specific

• Sargan–Hansen Test
  • Under the maintained model and regularity conditions, the optimized GMM criterion produces a chi-squared statistic with degrees of freedom equal to the number of overidentifying restrictions.

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:5af2213de192 · see in the full table