Method of Moments

Siebeck), Tu bingen, Germany [English translation 1989 Truth and Method, 2nd edn. Sheed & Ward, London] Gibbs R 1994 The Poetics of Mind. Cambridge University Press, Cambridge, UK KuhnT S1962TheStructure of ScientificRe olutions.University of Chicago Press, Chicago Leary D E 1990 Metaphors in the History of Psychology. Cambridge University Press, Cambridge, UK Lakoff G, Johnson M 1980 Metaphors We Li e By. University of Chicago Press, Chicago Lodge D 1977 The Modes of Modern Writing. Arnold, London McCloskey D N 1986 The Rhetoric of Economics. Wheatsheaf, Brighton, UK Nietzsche F 1979 Philosophy and Truth. Humanities Press, Atlantic Highlands, NJ Ortony A 1993 Metaphor and Thought, 2nd edn. Cambridge University Press, Cambridge, UK [1st edn. 1979] Quine W V 1979 A postscript on metaphor. In: Sachs S (ed.) On Metaphor. University of Chicago Press, Chicago Richards I A 1936 A Philosophy of Rhetoric. Oxford University Press, Oxford, UK Ricoeur P 1975 La Metaphore Vi e. E ditions du Seuil, Paris [English translation 1978 The Rule of Metaphor. Routledge and Kegan Paul, London] Rorty R 1989 Contingency, Irony and Solidarity. Cambridge University Press, Cambridge, UK Sacks S 1979OnMetaphor.University ofChicagoPress, Chicago Shibbles W A 1971 Metaphor: An Annotated Bibliography and History. Language Press, Whitewater, WI Shotter J 1993 Con ersational Realities. Sage, London Skinner Q 1996 Reason and Rhetoric in the Philosophy of Hobbes. Cambridge University Press, Cambridge, UK Van Noppen J-P, Hols E 1990 Metaphor II: A Classified Bibliography of Publications 1985 to 1990. John Benjamins, Amsterdam Vico G B 1744 Scienza Nuo a, 3rd edn. Mosca, Naples, Italy [English translation 1968 New Science. Cornell University Press, Ithaca, NY] White H 1973 Metahistory: The Historical Imagination in Nineteenth Century Europe. Johns Hopkins University Press, Baltimore, MD White H 1985 Tropics of Discourse. Johns Hopkins University Press, Baltimore, MD Wittgenstein L 1953 Philosophical In estigations. Blackwell, Oxford, UK

[1]  J. Berkson.  Application of the Logistic Function to Bio-Assay , 1944 .

[2]  J. Neyman.  Contribution to the Theory of the {χ superscript 2} Test , 1949 .

[3]  J. Gurland,et al.  On asymptotically normal, efficient estimators , 1951 .

[4]  William F. Taylor,et al.  Distance Functions and Regular Best Asymptotically Normal Estimates , 1953 .

[5]  E. K. Wong.  The Construction of a Class of Stationary Markoff Processes , 1964 .

[6]  M. Rosenblatt.  Central limit theorem for stationary processes , 1972 .

[7]  J. Heckman.  The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models , 1976 .

[8]  G. Banon.  Nonparametric Identification for Diffusion Processes , 1978 .

[9]  David M. Kreps,et al.  Martingales and arbitrage in multiperiod securities markets , 1979 .

[10]  L. Hansen,et al.  Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.

[11]  Lan Peter Hamen,et al.  Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models , 1982 .

[12]  L. Hansen.  Large Sample Properties of Generalized Method of Moments Estimators , 1982 .

[13]  P. Hall,et al.  Martingale Limit Theory and its Application. , 1984 .

[14]  L. Hansen.  A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators , 1985 .

[15]  W. Newey,et al.  A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelationconsistent Covariance Matrix , 1986 .

[16]  G. Chamberlain.  Asymptotic efficiency in estimation with conditional moment restrictions , 1987 .

[17]  Lars Peter Hansen,et al.  THE ROLE OF CONDITIONING INFORMATION IN DEDUCING TESTABLE RESTRICTIONS IMPLIED BY DYNAMIC ASSET PRICING MODELS1 , 1987 .

[18]  Lawrence J. Christiano.  Intertemporal substitution and smoothness of consumption , 1987 .

[19]  L. Hansen,et al.  Efficiency bounds implied by multiperiod conditional moment restrictions , 1988 .

[20]  Masao Ogaki,et al.  17 Generalized method of moments: Econometric applications , 1993 .

[21]  Simulated Vector Autoregressions.  ESTIMATING NONLINEAR TIME-SERIES MODELS USING , 1993 .

[22]  J. Lawless,et al.  Empirical Likelihood and General Estimating Equations , 1994 .

[23]  N. Kocherlakota,et al.  The Equity Premium: It’s Still a Puzzle , 1999 .

[24]  A. Gallant,et al.  Which Moments to Match? , 1995, Econometric Theory.

[25]  L. Hansen,et al.  Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors , 1997 .

[26]  James J. Heckman,et al.  The Empirical Foundations of Calibration , 1996 .

[27]  Guido W. Imbens,et al.  One-step estimators for over-identified generalized method of moments models , 1997 .

[28]  On Optimal Instrumental Variables Estimation of Time Series Models , 1997 .

[29]  Yuichi Kitamura,et al.  An Information-Theoretic Alternative to Generalized Method of Moments Estimation , 1997 .

[30]  Timothy G. Conley,et al.  Short-term interest rates as subordinated diffusions , 1997 .

[31]  J. Galí,et al.  Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory , 1998 .

[32]  Keith A. Baggerly,et al.  Empirical likelihood as a goodness-of-fit measure , 1998 .

[33]  Richard J. Smith,et al.  Asymptotic Bias and Equivalence of GMM , 2000 .

[34]  Jonathan H. Wright,et al.  GMM WITH WEAK IDENTIFICATION , 2000 .

[35]  W. Newey,et al.  Asymptotic Bias and Equivalence of GMM and GEL Estimators , 2001 .