GMM with Many Moment Conditions
Work
Year: 2005
Type: article
Abstract: This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimators when the number of moment conditions is allowed to increase with the sample size and the moment c... more
Source: Econometrica
Authors Chirok Han, Peter C.B. Phillips
Cites: 39
Cited by: 175
Related to: 10
FWCI: 9.893
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green