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Large Sample Properties of Generalized Method of Moments Estimators
Econometrica · 1982 · Vol. 50(4) · pp. 1029–1029
Financial Risk and Volatility ModelingStochastic processes and financial applicationsMonetary Policy and Economic ImpactEstimatorGeneralized method of momentsMathematicsSample (material)StatisticsMethod of moments (probability theory)L-momentEconometricsApplied mathematicsPhysics
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References
Optimal Statistical Decisions.
Journal of the American Statistical Association · 1972 · 3,492 citations
The Estimation of Economic Relationships using Instrumental Variables
Econometrica · 1958 · 3,350 citations
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
Journal of Political Economy · 1980 · 2,177 citations
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Econometrica · 1980 · 25,944 citations
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