{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,15]],"date-time":"2026-10-15T16:20:52Z","timestamp":1792081252771,"version":"4.4.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2000,12,15]],"date-time":"2000-12-15T00:00:00Z","timestamp":976838400000},"content-version":"unspecified","delay-in-days":14,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,12]]},"abstract":"<jats:p>This paper proposes a version of the generalized \nmethod of moments procedure that handles both the case \nwhere the number of moment conditions is finite and the \ncase where there is a continuum of moment conditions. Typically, \nthe moment conditions are indexed by an index parameter \nthat takes its values in an interval. The objective function \nto minimize is then the norm of the moment conditions in \na Hilbert space. The estimator is shown to be consistent \nand asymptotically normal. The optimal estimator is obtained \nby minimizing the norm of the moment conditions in the \nreproducing kernel Hilbert space associated with the covariance. \nWe show an easy way to calculate this estimator. Finally, \nwe study properties of a specification test using overidentifying \nrestrictions. Results of this paper are useful in many \ninstances where a continuum of moment conditions arises. \nExamples include efficient estimation of continuous time \nregression models, cross-sectional models that satisfy \nconditional moment restrictions, and scalar diffusion processes.<\/jats:p>","DOI":"10.1017\/s0266466600166010","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"797-834","source":"Crossref","is-referenced-by-count":196,"title":["GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS"],"prefix":"10.1017","volume":"16","author":[{"given":"Marine","family":"Carrasco","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jean-Pierre","family":"Florens","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,12,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600166010","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T15:44:51Z","timestamp":1557330291000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600166010\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2000,12]]}},"alternative-id":["S0266466600166010"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600166010","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,12]]}}}