Cited by 13,467Advanced Causal Inference TechniquesSpatial and Panel Data AnalysisEconomic theories and models

Large Sample Properties of Generalized Method of Moments Estimators

Hansen, Lars Peter·1982·Econometrica

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Crossref · 10.2307/1912775

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  • The asymptotic distribution of the second-stage estimates can be obtained by interpreting the two-stage procedure as a joint GMM estimator.

    “The asymptotic distribution of the second-stage estimates can obtained by interpreting the two-stage procedure as a joint GMM estimator (Hansen, 1982).”

    From Two-stage differences in differences (2022) · cites this paper as Hansen, 1982

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Authors
Hansen, L. P.
Corresponding author
Hansen, Lars Peter
Venue
Econometrica
Publisher
JSTOR
Published
1982-07
Volume
50
Issue
4
Pages
1029
ISSN
0012-9682 (ISSN-L)
OpenAlex
W2028995298
Cited by
13,467
References
0
Citations by year
2026: 575 · 2025: 604 · 2024: 584 · 2023: 562 · 2022: 550 · 2021: 574 · 2020: 555 · 2019: 576 · 2018: 554 · 2017: 486 · 2016: 488 · 2015: 432 · 2014: 493 · 2013: 435 · 2012: 533
FWCI
34.98
Type
journal article
Language
en
Open access
closed
Locations
  • Econometrica (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Economic theories and models
Keywords
generalized method of moments, large sample properties, consistency, asymptotic normality, root-n consistency, asymptotic efficiency, moment conditions

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