Article ID Journal Published Year Pages File Type
5061260 Economics Letters 2010 4 Pages PDF
Abstract

This paper proposes weighted method of moments for estimating over-identified moment condition models. Weighted method of moments is asymptotically equivalent to, but may have better finite sample properties than generalized method of moments and empirical likelihood.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The weighted method of moments approach for moment condition models
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