Moment restriction-based econometric methods: An overview

N Kunitomo; Michael McAleer; Y Nishiyama

doi:10.1016/j.jeconom.2011.05.001

Moment restriction-based econometric methods: An overview

N Kunitomo, Michael McAleer, Y Nishiyama

Econometrics

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

The 2011 special issue of the Journal of Econometrics discusses papers based on 'Moment Restriction-Based Econometric Methods'. In the first paper, Peter Robinson of London School of Economics considers 'Asymptotic theory for nonparametric regression with spatial data', specifically, nonparametric regression with spatial, or spatio-temporal, data. The author discusses application of the established conditions to spatial autoregressive models, and models defined on a regular lattice. Liqun Wang and Cheng Hsiao consider 'Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models'. Their paper deals with a nonlinear errors-in-variables model, where the distributions of the unobserved predictor variables and of the measurement errors are nonparametric. Shih-Hsun Hsu and Chung-Ming Kuan examine 'Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments'.

Original language	English
Pages (from-to)	1-4
Number of pages	4
Journal	Journal of Econometrics
Volume	165
Issue number	1
DOIs	https://doi.org/10.1016/j.jeconom.2011.05.001
Publication status	Published - 2011

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10.1016/j.jeconom.2011.05.001

http://hdl.handle.net/1765/30767

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title = "Moment restriction-based econometric methods: An overview",

abstract = "The 2011 special issue of the Journal of Econometrics discusses papers based on 'Moment Restriction-Based Econometric Methods'. In the first paper, Peter Robinson of London School of Economics considers 'Asymptotic theory for nonparametric regression with spatial data', specifically, nonparametric regression with spatial, or spatio-temporal, data. The author discusses application of the established conditions to spatial autoregressive models, and models defined on a regular lattice. Liqun Wang and Cheng Hsiao consider 'Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models'. Their paper deals with a nonlinear errors-in-variables model, where the distributions of the unobserved predictor variables and of the measurement errors are nonparametric. Shih-Hsun Hsu and Chung-Ming Kuan examine 'Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments'.",

author = "N Kunitomo and Michael McAleer and Y Nishiyama",

year = "2011",

doi = "10.1016/j.jeconom.2011.05.001",

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AB - The 2011 special issue of the Journal of Econometrics discusses papers based on 'Moment Restriction-Based Econometric Methods'. In the first paper, Peter Robinson of London School of Economics considers 'Asymptotic theory for nonparametric regression with spatial data', specifically, nonparametric regression with spatial, or spatio-temporal, data. The author discusses application of the established conditions to spatial autoregressive models, and models defined on a regular lattice. Liqun Wang and Cheng Hsiao consider 'Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models'. Their paper deals with a nonlinear errors-in-variables model, where the distributions of the unobserved predictor variables and of the measurement errors are nonparametric. Shih-Hsun Hsu and Chung-Ming Kuan examine 'Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments'.

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DO - 10.1016/j.jeconom.2011.05.001

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SP - 1

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JO - Journal of Econometrics

JF - Journal of Econometrics

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ER -

Moment restriction-based econometric methods: An overview

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