Two-Stage Point Estimation with a Shrinkage Stopping Rule.
A.K.Md.E. Saleh, T. Kubokawa (1994)
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On robust GMM estimation with applications in economics and finance
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Generalized Methods of Moments (GMM) estimators are a popular tool in econometrics since introduced by Hansen (1982), because this approach provides feasible solutions for many problems present in economic data where least squares or maximum likelihood methods fail when naively applied. These problems may arise in errors-in-variable regression, estimation of labor demand curves, and asset pricing in finance, which are discussed here. In this paper we study a GMM estimator for the rank...