{"id":88,"date":"2019-01-01T12:37:46","date_gmt":"2019-01-01T12:37:46","guid":{"rendered":"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/?post_type=chapter&#038;p=88"},"modified":"2019-01-01T12:41:22","modified_gmt":"2019-01-01T12:41:22","slug":"generalised-method-of-moments-iii","status":"publish","type":"chapter","link":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/chapter\/generalised-method-of-moments-iii\/","title":{"rendered":"Generalised Method of Moments-III"},"content":{"raw":"<div><span style=\"float: right\"><a href=\"https:\/\/youtu.be\/iiPFa1dQ9tc\" 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-91\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-03.jpg\" alt=\"\" width=\"964\" height=\"375\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-92\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-04.jpg\" alt=\"\" width=\"958\" height=\"642\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-93\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-05.jpg\" alt=\"\" width=\"959\" height=\"580\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-94\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-06.jpg\" alt=\"\" width=\"939\" height=\"564\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-95\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-07.jpg\" alt=\"\" width=\"950\" height=\"379\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-96\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-08.jpg\" alt=\"\" width=\"962\" height=\"660\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-97\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-09.jpg\" alt=\"\" width=\"962\" height=\"539\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-99\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-10.jpg\" alt=\"\" width=\"933\" height=\"496\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-100\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-11.jpg\" alt=\"\" width=\"943\" height=\"502\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-101\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-12.jpg\" alt=\"\" width=\"927\" height=\"416\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-102\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-13.jpg\" alt=\"\" width=\"916\" height=\"465\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-103\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-14.jpg\" alt=\"\" width=\"948\" height=\"648\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-104\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15.jpg\" alt=\"\" width=\"970\" height=\"525\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-105\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16.jpg\" alt=\"\" width=\"942\" height=\"548\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-106\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17.jpg\" alt=\"\" width=\"943\" height=\"462\" \/>\r\n\r\n&nbsp;\r\n\r\n<img class=\"aligncenter size-full wp-image-107\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18.jpg\" alt=\"\" width=\"932\" height=\"299\" \/>\r\n<table>\r\n<tbody>\r\n<tr>\r\n<td><strong>you can view video on Generalised Method of Moments-III<\/strong><\/td>\r\n<td><a href=\"https:\/\/youtu.be\/iiPFa1dQ9tc\" 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\/iiPFa1dQ9tc\" 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-91\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-03.jpg\" alt=\"\" width=\"964\" height=\"375\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-03.jpg 964w, 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https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-14-65x44.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-14-225x154.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-14-350x239.jpg 350w\" sizes=\"auto, (max-width: 948px) 100vw, 948px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-104\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15.jpg\" alt=\"\" width=\"970\" height=\"525\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15.jpg 970w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15-300x162.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15-768x416.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15-65x35.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15-225x122.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-15-350x189.jpg 350w\" sizes=\"auto, (max-width: 970px) 100vw, 970px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-105\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16.jpg\" alt=\"\" width=\"942\" height=\"548\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16.jpg 942w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16-300x175.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16-768x447.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16-65x38.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16-225x131.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-16-350x204.jpg 350w\" sizes=\"auto, (max-width: 942px) 100vw, 942px\" \/><\/p>\n<p>&nbsp;<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"aligncenter size-full wp-image-106\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17.jpg\" alt=\"\" width=\"943\" height=\"462\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17.jpg 943w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17-300x147.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17-768x376.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17-65x32.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17-225x110.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-17-350x171.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-107\" src=\"http:\/\/statp14.epgpbooks.inflibnet.ac.in\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18.jpg\" alt=\"\" width=\"932\" height=\"299\" srcset=\"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18.jpg 932w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18-300x96.jpg 300w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18-768x246.jpg 768w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18-65x21.jpg 65w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18-225x72.jpg 225w, https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-content\/uploads\/sites\/145\/2019\/01\/1525669871TheGeneralizedMethodofMoments_3-18-350x112.jpg 350w\" sizes=\"auto, (max-width: 932px) 100vw, 932px\" \/><\/p>\n<table>\n<tbody>\n<tr>\n<td><strong>you can view video on Generalised Method of Moments-III<\/strong><\/td>\n<td><a href=\"https:\/\/youtu.be\/iiPFa1dQ9tc\" 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":5,"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-88","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\/88","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\/88\/revisions"}],"predecessor-version":[{"id":108,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapters\/88\/revisions\/108"}],"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\/88\/metadata\/"}],"wp:attachment":[{"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/media?parent=88"}],"wp:term":[{"taxonomy":"chapter-type","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/pressbooks\/v2\/chapter-type?post=88"},{"taxonomy":"contributor","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/contributor?post=88"},{"taxonomy":"license","embeddable":true,"href":"https:\/\/ebooks.inflibnet.ac.in\/statp14\/wp-json\/wp\/v2\/license?post=88"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}