Economics Letters · 1984 · 333 citations · 3 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesEstimation TheoryInferential StatisticsMarkov ProcessesMethod Of MomentsMonte Carlo MethodsStatistical InferenceFinite Sample EstimationFirst-order Moment TheoryMethod Of Moments EstimationMoment EstimationMoments
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations