Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Large Sample Properties of Generalized Method of Moments Estimators

198213,727 citationsJournal Article

Authors

Lars Peter Hansen

Topics & Keywords

Financial Risk and Volatility Modeling Stochastic processes and financial applications Monetary Policy and Economic Impact

Publication Details

Published in: Econometrica

Volume 50, Issue 4, pp. 1029-1029

DOI: 10.2307/1912775

Field-Weighted Citation Impact: 94.19

Large Sample Properties of Generalized Method of Moments Estimators | Researchclopedia