| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096663 | Journal of Econometrics | 2011 | 13 Pages |
Abstract
⺠We propose an approach ensuring parameter identifiability in unconditional moments. ⺠The instruments are generated by GCR functions and projected along Fourier series. ⺠The objective function for estimation is determined by the Fourier coefficients. ⺠The proposed estimator is consistent and asymptotically normally distributed. ⺠An efficient estimator can be easily computed via the two-step GMM method.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shih-Hsun Hsu, Chung-Ming Kuan,