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Generalized Method of Moments and Macroeconomics

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Author Info
Hansen, Bruce E
West, Kenneth D

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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.

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 20 (2002)
Issue (Month): 4 (October)
Pages: 460-69
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Handle: RePEc:bes:jnlbes:v:20:y:2002:i:4:p:460-69

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  3. Daniel Kanda, 2006. "Credit Flows, Fiscal Policy, and the External Deficit of Bosnia and Herzegovina," IMF Working Papers 06/276, International Monetary Fund. [Downloadable!]
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