Generalized Method of Moments and Macroeconomics

By B. Hansen, Ken West. 2002

96 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/cbcf130fe60681af2090aca8dee5c36c3095eafe

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Sundar G. Bharadwaj
2. Songxi Chen
3. A. Hall
4. Kapil R. Tuli
5. Ajay K. Kohli
6. Hengjian Cui
7. A. Inoue
8. Ryo Okui

In Finance

1. Sundar G. Bharadwaj
2. Songxi Chen
3. A. Hall
4. Kapil R. Tuli
5. Ajay K. Kohli
6. Hengjian Cui
7. A. Inoue
8. Gerard J. Tellis

Citations in the corpus

• Ties that Bind: The Impact of Multiple Types of Ties with a Customeron Sales Growth and Sales Volatility (2010, methodology): “We use the GMM estimator because it does not require any assumptions about the distribution of the independent variables (Hansen and West 2002, pp. 462–63).”
• Generalized Method of Moments (2005, background): “Estimation based on population moment conditions has a long tradition in statistics going back at least to the Method of Moments (MM) principle 1For example, see Hansen and West (2002).”
• On the second-order properties of empirical likelihood with moment restrictions (2007, background): “Generalized Method of Moments (GMM) introduced by Hansen (1982) is an important inferential framework in econometric studies.”