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A New Approach to Generalized Method on Moments Estimation

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  • Imbens, G.

Abstract

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Suggested Citation

  • Imbens, G., 1993. "A New Approach to Generalized Method on Moments Estimation," Harvard Institute of Economic Research Working Papers 1633, Harvard - Institute of Economic Research.
    • Handle: RePEc:fth:harver:1633
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    Citations

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    Cited by:

    1. Judith K. Hellerstein & Guido W. Imbens, 1999. "Imposing Moment Restrictions From Auxiliary Data By Weighting," The Review of Economics and Statistics, MIT Press, vol. 81(1), pages 1-14, February.
    2. Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics 0509018, University Library of Munich, Germany.
    3. Marian Grendar & George Judge, 2008. "Large-Deviations Theory and Empirical Estimator Choice," Econometric Reviews, Taylor & Francis Journals, vol. 27(4-6), pages 513-525.
    4. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
    5. Nevo, Aviv, 2002. "Sample selection and information-theoretic alternatives to GMM," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 149-157, March.

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