Asymptotic Equivalence of Closest Moments and GMM Estimators
证明了一类最近矩估计量与广义矩方法（GMM）估计量在渐近意义下等价，并指出GMM类中的渐近有效估计量在更广泛的最近矩估计类中也有效。
This note considers an asymptotic property of the class of closest moments estimators. Each such estimator is obtained by setting a vector of sample moments close to corresponding population moments. It is shown that each such estimator is asymptotically equivalent to a GMM estimator, which has a quadratic distance function. An implication of this result is that the estimator that is asymptotically efficient in the GMM class is also asymptotically efficient in the wider class of closest moment estimators.