Hansen, Lars Peter Large sample properties of generalized method of moments estimators. (English) Zbl 0502.62098 Econometrica 50, 1029-1054 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 29 ReviewsCited in 1091 Documents MSC: 62P20 Applications of statistics to economics 62F12 Asymptotic properties of parametric estimators Keywords:generalized method of moments estimators; asymptotic normality; strong consistency; orthogonality conditions; heteroscedasticity; serial correlation; testing over-identifying restrictions; stationarity; ergodicity × Cite Format Result Cite Review PDF Full Text: DOI