Open AccessSelect the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
Author(s) -
Xu Cheng,
Zhipeng Liao
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2179138
Subject(s) - generalized method of moments , method of moments (probability theory) , moment (physics) , mathematics , cumulant , econometrics , statistics , physics , estimator , panel data , classical mechanics
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