Construct · 1 fields · 1 citations

generalized method of moments: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
generalizedmethod of moments1 CONSTRUCTGeneralized methodHANSEN · ECONOMETRICS

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Econometrics

estimating parameters by making sample moment conditions as close to zero as possible, with optimal weighting.

In econometrics, generalized method of moments refers to estimating parameters by making sample moment conditions as close to zero as possible, with optimal weighting. This meaning comes from Hansen (1982) in Econometrica.[1]

Unit
Recovery means
Measured by

Next

Run it through the Collider, or take the citations with you.

See how generalized method of moments sits against neighbouring constructs in the Collider, or export every reference on this page in one click.

Open in ColliderExport BibTeXReport this entry

Nearby constructs

moment4 fields · 4 citationsjingle · one word, four constructssample3 fields · 3 citationsjingle · one word, three constructs

References

  1. Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029. https://doi.org/10.2307/1912775

Cited on this page?

Confirm your construct, or correct us.

If your work is cited behind one of these entries, you know better than we do whether we captured the meaning right. Confirm it, suggest an edit, or dispute it, and your name goes on the entry as an author who has checked it, linked to your ORCID.

Claim your construct