Large Sample Properties of Generalized Method of Moments Estimators

[1]  John Huizinga,et al.  Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations , 1983 .

[2]  C. Sims,et al.  NEARLY EFFICIENT ESTIMATION OF TIME SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS , 1983 .

[3]  Lars Peter Hansen,et al.  Multiperiod Probit Models and Orthogonality Condition Estimation , 1983 .

[4]  L. Hansen,et al.  Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models , 1982 .

[5]  Shlomo Maital,et al.  What Do Economists Know? An Empirical Study of Experts' Expectations , 1981 .

[6]  T. Sargent,et al.  Instrumental variables procedures for estimating linear rational expectations models , 1981 .

[7]  Craig S. Hakkio.  Expectations and the Forward Exchange Rate , 1981 .

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

[9]  H. White.  A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .

[10]  H. White,et al.  NONLINEAR REGRESSION ON CROSS-SECTION DATA , 1980 .

[11]  T. Sargent,et al.  FORMULATING AND ESTIMATING DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS , 1980 .

[12]  Dale W. Jorgenson,et al.  Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation , 1979 .

[13]  Thomas J. Sargent,et al.  After Keynesian macroeconomics , 1979 .

[14]  Takeshi Amemiya,et al.  The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model , 1977 .

[15]  A. Ronald Gallant,et al.  Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations , 1977 .

[16]  R. Lucas.  Econometric policy evaluation: A critique , 1976 .

[17]  Jerry A. Hausman,et al.  An Instrumental Variable Approach to Full-Information Estimators for Linear and Non-Linear Econometric Models , 1975 .

[18]  Dale W. Jorgenson,et al.  EFFICIENT ESTIMATION OF NONLINEAR SIMULTANEOUS EQUATIONS WITH ADDITIVE DISTURBANCES , 2022 .

[19]  Takeshi Amemiya,et al.  The nonlinear two-stage least-squares estimator , 1974 .

[20]  M. Degroot.  Optimal Statistical Decisions , 1970 .

[21]  E. J. Hannan,et al.  Multiple time series , 1970 .

[22]  P. J. Huber.  The behavior of maximum likelihood estimates under nonstandard conditions , 1967 .

[23]  F. Eicker.  Limit Theorems for Regressions with Unequal and Dependent Errors , 1967 .

[24]  J. Sargan.  The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables , 1959 .

[25]  Thomas S. Ferguson,et al.  A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities , 1958 .

[26]  J. Sargan.  THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES , 1958 .

[27]  J. Doob.  Stochastic processes , 1953 .