Generalized Method of Moments and Macroeconomics
回顾了Hansen提出的广义矩估计方法对经济时间序列分析的贡献，概述了理论贡献、进行了小规模文献调查，并讨论了当前的理论研究进展。
AbstractWe consider the contribution to the analysis of economic time series of the generalized method-of-moments estimator introduced by Hansen. We outline the theoretical contribution, conduct a small-scale literature survey, and discuss some ongoing theoretical research.KEY WORDS: BootstrapEfficiency boundsHAC estimationHeteroscedasticitySerial correlationTime-series