| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061872 | Economics Letters | 2008 | 4 Pages |
Abstract
We numerically evaluate asymptotic variances and biases of various method-of-moments estimators in the Hansen-Singleton model calibrated to real data. Inspection of resulting figures leads to a conclusion that applied researchers do not always form instrument sets judiciously.
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Economics and Econometrics
Authors
Stanislav Anatolyev,