Generalized Method of Moments and Macroeconomics
- 1 October 2002
- journal article
- research article
- Published by Taylor & Francis Ltd in Journal of Business & Economic Statistics
- Vol. 20 (4), 460-469
- https://doi.org/10.1198/073500102288618603
Abstract
We consider the contribution to the analysis of economic time series of the generalized method-of-moments estimator introduced by Hansen. We outline the theoretical contribution, conduct a small-scale literature survey, and discuss some ongoing theoretical research.Keywords
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