{"id":40,"date":"2019-01-01T11:35:44","date_gmt":"2019-01-01T11:35:44","guid":{"rendered":"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/?post_type=chapter&#038;p=40"},"modified":"2019-01-01T12:04:45","modified_gmt":"2019-01-01T12:04:45","slug":"generalised-method-of-moments-i","status":"publish","type":"chapter","link":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/chapter\/generalised-method-of-moments-i\/","title":{"rendered":"Generalised Method of Moments-I"},"content":{"raw":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/oqljc-HUekI\" target=\"_blank\" rel=\"noopener\"><img src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"epgp books\" width=\"75px\" height=\"75px;\" \/><\/a>\r\n<\/span><\/div>\r\n&nbsp;\r\n\r\n&nbsp;\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-44\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-03.jpg\" alt=\"\" width=\"796\" height=\"361\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-45\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-04.jpg\" alt=\"\" width=\"986\" height=\"690\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-46\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-05.jpg\" alt=\"\" width=\"952\" height=\"587\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-47\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-06.jpg\" alt=\"\" width=\"955\" height=\"589\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-48\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-07.jpg\" alt=\"\" width=\"959\" height=\"574\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-49\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-08.jpg\" alt=\"\" width=\"963\" height=\"621\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-50\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-09.jpg\" alt=\"\" width=\"961\" height=\"559\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-51\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-10.jpg\" alt=\"\" width=\"953\" height=\"660\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-52\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-11.jpg\" alt=\"\" width=\"945\" height=\"655\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-53\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-12.jpg\" alt=\"\" width=\"949\" height=\"656\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-54\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13.jpg\" alt=\"\" width=\"937\" height=\"528\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-55\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14.jpg\" alt=\"\" width=\"954\" height=\"656\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-56\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15.jpg\" alt=\"\" width=\"943\" height=\"613\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-57\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16.jpg\" alt=\"\" width=\"909\" height=\"342\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-58\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17.jpg\" alt=\"\" width=\"936\" height=\"443\" \/>\r\n<table>\r\n<tbody>\r\n<tr>\r\n<td><strong>you can view video on Generalised Method of Moments-I<\/strong><\/td>\r\n<td><a href=\"https:\/\/youtu.be\/oqljc-HUekI\" target=\"_blank\" rel=\"noopener\"><img class=\"alignnone wp-image-120\" src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"\" width=\"36\" height=\"36\" \/><\/a><\/td>\r\n<\/tr>\r\n<\/tbody>\r\n<\/table>\r\n&nbsp;\r\n\r\n<strong>References for <\/strong><strong>Generalized Method of Moments<\/strong>\r\n<ul>\r\n \t<li style=\"text-align: justify\">Davidson, R and MacKinnon, J. D., 2004, Econometric Theory and Methods, Oxford University Press.<\/li>\r\n \t<li style=\"text-align: justify\">Hansen, L.P (1982) : \u201cLarge sample properties of generalised method of moments estimators\u201d, Econometrica, 50, 1029-54.<\/li>\r\n \t<li style=\"text-align: justify\">Newey W.K. And D.L. McFadden(1994) \u201cLarge sample estimation and hypothesis testing\u201d, Ch 36 in Handbook of econometrics, Vol4, ed F.F. Engle and D.L.McFadden, Amersterdam, North Holland, 2111-245<\/li>\r\n \t<li style=\"text-align: justify\">Ogaki, M(1993): \u201c Generalised Method of Moments : Econometrics Application\u201d, in G.S. Maddala, C.R. Rao, and H.D. Vinod (ed) Handbook of Statistics, The Handbook of Statistics, Vol. 11,pp<span style=\"text-align: initial;font-size: 1em\"> 455-488, North-Holland, Amsterdam.<\/span><\/li>\r\n \t<li style=\"text-align: justify\">Hall, A (1993): \u201c Some Aspects of Generalised Method of Moments Estimation\u201d, in G.S. Maddala, C.R. Rao, and H.D. Vinod (ed) Handbook of Statistics, The Handbook of Statistics, Vol. 11,pp<span style=\"text-align: initial;font-size: 1em\"> 393-417, North-Holland, Amsterdam.<\/span><\/li>\r\n<\/ul>","rendered":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/oqljc-HUekI\" target=\"_blank\" rel=\"noopener\"><img decoding=\"async\" src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"epgp books\" width=\"75px\" height=\"75px;\" \/><\/a><br \/>\n<\/span><\/div>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-44\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-03.jpg\" alt=\"\" width=\"796\" height=\"361\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-03.jpg 796w, 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src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13.jpg\" alt=\"\" width=\"937\" height=\"528\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13.jpg 937w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13-300x169.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13-768x433.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13-65x37.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13-225x127.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-13-350x197.jpg 350w\" sizes=\"auto, (max-width: 937px) 100vw, 937px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-55\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14.jpg\" alt=\"\" width=\"954\" height=\"656\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14.jpg 954w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14-300x206.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14-768x528.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14-65x45.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14-225x155.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-14-350x241.jpg 350w\" sizes=\"auto, (max-width: 954px) 100vw, 954px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-56\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15.jpg\" alt=\"\" width=\"943\" height=\"613\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15.jpg 943w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15-300x195.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15-768x499.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15-65x42.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15-225x146.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-15-350x228.jpg 350w\" sizes=\"auto, (max-width: 943px) 100vw, 943px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-57\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16.jpg\" alt=\"\" width=\"909\" height=\"342\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16.jpg 909w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16-300x113.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16-768x289.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16-65x24.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16-225x85.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-16-350x132.jpg 350w\" sizes=\"auto, (max-width: 909px) 100vw, 909px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-58\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17.jpg\" alt=\"\" width=\"936\" height=\"443\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17.jpg 936w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17-300x142.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17-768x363.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17-65x31.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17-225x106.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669719TheGeneralizedMethodofMoments_1-17-350x166.jpg 350w\" sizes=\"auto, (max-width: 936px) 100vw, 936px\" \/><\/p>\n<table>\n<tbody>\n<tr>\n<td><strong>you can view video on Generalised Method of Moments-I<\/strong><\/td>\n<td><a href=\"https:\/\/youtu.be\/oqljc-HUekI\" target=\"_blank\" rel=\"noopener\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-120\" src=\"http:\/\/epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/2018\/11\/download.png\" alt=\"\" width=\"36\" height=\"36\" \/><\/a><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>&nbsp;<\/p>\n<p><strong>References for <\/strong><strong>Generalized Method of Moments<\/strong><\/p>\n<ul>\n<li style=\"text-align: justify\">Davidson, R and MacKinnon, J. D., 2004, Econometric Theory and Methods, Oxford University Press.<\/li>\n<li style=\"text-align: justify\">Hansen, L.P (1982) : \u201cLarge sample properties of generalised method of moments estimators\u201d, Econometrica, 50, 1029-54.<\/li>\n<li style=\"text-align: justify\">Newey W.K. And D.L. McFadden(1994) \u201cLarge sample estimation and hypothesis testing\u201d, Ch 36 in Handbook of econometrics, Vol4, ed F.F. Engle and D.L.McFadden, Amersterdam, North Holland, 2111-245<\/li>\n<li style=\"text-align: justify\">Ogaki, M(1993): \u201c Generalised Method of Moments : Econometrics Application\u201d, in G.S. Maddala, C.R. Rao, and H.D. Vinod (ed) Handbook of Statistics, The Handbook of Statistics, Vol. 11,pp<span style=\"text-align: initial;font-size: 1em\"> 455-488, North-Holland, Amsterdam.<\/span><\/li>\n<li style=\"text-align: justify\">Hall, A (1993): \u201c Some Aspects of Generalised Method of Moments Estimation\u201d, in G.S. Maddala, C.R. Rao, and H.D. Vinod (ed) Handbook of Statistics, The Handbook of Statistics, Vol. 11,pp<span style=\"text-align: initial;font-size: 1em\"> 393-417, North-Holland, Amsterdam.<\/span><\/li>\n<\/ul>\n","protected":false},"author":3,"menu_order":3,"template":"","meta":{"_acf_changed":false,"pb_show_title":"on","pb_short_title":"","pb_subtitle":"","pb_authors":["mr-santu-ghosh"],"pb_section_license":""},"chapter-type":[],"contributor":[58],"license":[],"class_list":["post-40","chapter","type-chapter","status-publish","hentry","contributor-mr-santu-ghosh"],"part":3,"_links":{"self":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters\/40","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters"}],"about":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/types\/chapter"}],"author":[{"embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/users\/3"}],"version-history":[{"count":4,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters\/40\/revisions"}],"predecessor-version":[{"id":59,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters\/40\/revisions\/59"}],"part":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/parts\/3"}],"metadata":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters\/40\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/media?parent=40"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapter-type?post=40"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/contributor?post=40"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/license?post=40"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}