Large Sample Properties of Generalized Method of Moments Estimators

1982/07/01 by Lars Peter Hansen · 13,954 citations
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Econometrics #Estimator #Financial Risk and Volatility Modeling #Generalized method of moments #L-moment #Mathematics #Method of moments (probability theory) #Monetary Policy and Economic Impact #Order statistic #Physics #Sample (material) #Statistics #Stochastic processes and financial applications #Thermodynamics

paper · doi:10.2307/1912775

published in Econometrica 50(4), 1029 (Wiley)

openalex publication_date 1982/07/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

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