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A method of moments interpretation of sequential estimators

Newey, Whitney K.·1984·Economics Letters

DOI 10.1016/0165-1765(84)90083-1

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Authors: Newey, W. K.
Affiliations: Massachusetts Institute of Technology (US)
Corresponding author: Newey, Whitney K.
Venue: Economics Letters
Publisher: Elsevier BV
Published: 1984-01
Volume: 14
Issue: 2-3
Pages: 201-206
ISSN: 0165-1765 (ISSN-L)
DOI: 10.1016/0165-1765(84)90083-1
OpenAlex: W2092349313
Cited by: 331
References: 3
Citations by year: 2026: 5 · 2025: 5 · 2024: 6 · 2023: 3 · 2022: 11 · 2021: 5 · 2020: 9 · 2019: 5 · 2018: 11 · 2017: 14 · 2016: 8 · 2015: 16 · 2014: 13 · 2013: 19 · 2012: 10
FWCI: 3.64
Type: journal article
Language: en
Open access: closed
Licence: www.elsevier.com/tdm/userlicense/1.0/ (tdm)
Locations: Economics Letters (publishedVersion)
RePEc: Research Papers in Economics (submittedVersion)
Topics: Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Economic theories and models
Keywords: method of moments, two-step estimator, rational expectations models

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