Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function
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چکیده
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Generalized Method of Moments
This entry describes the basic framework for statistical estimation and inference using Generalized Method of Moments and also illustrates the types of empirical models in finance to which these techniques have been applied. GeneralizedMethod of Moments (GMM) provides a computationally convenientmethod of obtaining consistent and asymptotically normally distributed estimators of the parameters ...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2004
ISSN: 0735-0015,1537-2707
DOI: 10.1198/073500104000000118