{"id":60,"date":"2019-01-01T12:04:51","date_gmt":"2019-01-01T12:04:51","guid":{"rendered":"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/?post_type=chapter&#038;p=60"},"modified":"2019-01-01T12:37:39","modified_gmt":"2019-01-01T12:37:39","slug":"generalised-method-of-moments-ii","status":"publish","type":"chapter","link":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/chapter\/generalised-method-of-moments-ii\/","title":{"rendered":"Generalised Method of Moments-II"},"content":{"raw":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/FEgK48wfkSo\" 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-64\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-03.jpg\" alt=\"\" width=\"959\" height=\"460\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-65\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-04.jpg\" alt=\"\" width=\"971\" height=\"676\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-66\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-05.jpg\" alt=\"\" width=\"967\" height=\"450\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-67\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-06.jpg\" alt=\"\" width=\"946\" height=\"654\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-68\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-07.jpg\" alt=\"\" width=\"950\" height=\"655\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-69\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-08.jpg\" alt=\"\" width=\"957\" height=\"656\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-70\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-09.jpg\" alt=\"\" width=\"949\" height=\"573\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-71\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-10.jpg\" alt=\"\" width=\"956\" height=\"641\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-72\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-11.jpg\" alt=\"\" width=\"990\" height=\"390\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-73\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-12.jpg\" alt=\"\" width=\"963\" height=\"666\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-74\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-13.jpg\" alt=\"\" width=\"939\" height=\"628\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-75\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-14.jpg\" alt=\"\" width=\"957\" height=\"615\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-76\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-15.jpg\" alt=\"\" width=\"951\" height=\"659\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-77\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-16.jpg\" alt=\"\" width=\"935\" height=\"491\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-78\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-17.jpg\" alt=\"\" width=\"943\" height=\"474\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-79\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-18.jpg\" alt=\"\" width=\"879\" height=\"674\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-80\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-19.jpg\" alt=\"\" width=\"932\" height=\"502\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-81\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-20.jpg\" alt=\"\" width=\"931\" height=\"536\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-82\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-21.jpg\" alt=\"\" width=\"966\" height=\"533\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-83\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22.jpg\" alt=\"\" width=\"945\" height=\"640\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-84\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-23.jpg\" alt=\"\" width=\"976\" height=\"520\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-85\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24.jpg\" alt=\"\" width=\"946\" height=\"325\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-86\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25.jpg\" alt=\"\" width=\"862\" height=\"319\" \/>\r\n<table>\r\n<tbody>\r\n<tr>\r\n<td><strong>you can view video on Generalised Method of Moments-II<\/strong><\/td>\r\n<td><a href=\"https:\/\/youtu.be\/FEgK48wfkSo\" 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 455-488, North-Holland, Amsterdam.<\/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 393-417, North-Holland, Amsterdam.<\/li>\r\n<\/ul>","rendered":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/FEgK48wfkSo\" 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-64\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-03.jpg\" alt=\"\" width=\"959\" height=\"460\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-03.jpg 959w, 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src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22.jpg\" alt=\"\" width=\"945\" height=\"640\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22.jpg 945w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22-300x203.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22-768x520.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22-65x44.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-22-225x152.jpg 225w, 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https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-23-65x35.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-23-225x120.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-23-350x186.jpg 350w\" sizes=\"auto, (max-width: 976px) 100vw, 976px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-85\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24.jpg\" alt=\"\" width=\"946\" height=\"325\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24.jpg 946w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24-300x103.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24-768x264.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24-65x22.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24-225x77.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-24-350x120.jpg 350w\" sizes=\"auto, (max-width: 946px) 100vw, 946px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-86\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25.jpg\" alt=\"\" width=\"862\" height=\"319\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25.jpg 862w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25-300x111.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25-768x284.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25-65x24.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25-225x83.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669779TheGeneralizedMethodofMoments_2-25-350x130.jpg 350w\" sizes=\"auto, (max-width: 862px) 100vw, 862px\" \/><\/p>\n<table>\n<tbody>\n<tr>\n<td><strong>you can view video on Generalised Method of Moments-II<\/strong><\/td>\n<td><a href=\"https:\/\/youtu.be\/FEgK48wfkSo\" 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 455-488, North-Holland, Amsterdam.<\/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 393-417, North-Holland, Amsterdam.<\/li>\n<\/ul>\n","protected":false},"author":3,"menu_order":4,"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-60","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\/60","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\/60\/revisions"}],"predecessor-version":[{"id":87,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters\/60\/revisions\/87"}],"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\/60\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/media?parent=60"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapter-type?post=60"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/contributor?post=60"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/license?post=60"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}