Publication detail

Víšek, J. Á. : The Implicit Weighting of GMM Estimators

Author(s): prof. RNDr. Jan Ámos Víšek CSc.,
Type: Articles in refereed journals
Year: 2008
Number: 0
ISSN / ISBN: 1212-074x
Published in: Bulletin of Czech Econometric Society, 15, 3 - 29
Publishing place: Prague
Keywords: Generalized Moments Method, robustification
JEL codes:
Suggested Citation:
Abstract: Generalized method of moment was proposed by Lars Peter
Hansen (1982) to solve the problem of overidentification of model.
Paper offers a robustified version of the method and proves its
consistency

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