{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,1,18]],"date-time":"2024-01-18T00:33:08Z","timestamp":1705537988467},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2002,5,16]],"date-time":"2002-05-16T00:00:00Z","timestamp":1021507200000},"content-version":"unspecified","delay-in-days":45,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,4]]},"abstract":"<jats:p>This paper considers generalized method of moment\u2013type \nestimators for which a criterion function is minimized that \nis not the \u201cstandard\u201d quadratic distance measure \nbut instead is a general <jats:italic>L<\/jats:italic><jats:sub><jats:italic>p<\/jats:italic><\/jats:sub> \ndistance measure. It is shown that the resulting estimators \nare root-<jats:italic>n<\/jats:italic> consistent but not in general asymptotically \nnormally distributed, and we derive the limit distribution of \nthese estimators. In addition, we prove that it is not possible \nto obtain estimators that are more efficient than the \n\u201cusual\u201d <jats:italic>L<\/jats:italic><jats:sub><jats:italic>2<\/jats:italic><\/jats:sub>-GMM estimators \nby considering <jats:italic>L<\/jats:italic><jats:sub><jats:italic>p<\/jats:italic><\/jats:sub>-GMM estimators. We \nalso consider the issue of the choice of the weight matrix for \n<jats:italic>L<\/jats:italic><jats:sub><jats:italic>p<\/jats:italic><\/jats:sub>-GMM estimators.<\/jats:p>","DOI":"10.1017\/s0266466602182107","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:01:57Z","timestamp":1037311317000},"page":"491-504","source":"Crossref","is-referenced-by-count":5,"title":["THE PROPERTIES OF <i>L<\/i><sub><i>p<\/i><\/sub>-GMM ESTIMATORS"],"prefix":"10.1017","volume":"18","author":[{"given":"Robert","family":"de Jong","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Chirok","family":"Han","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2002,5,16]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602182107","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,7]],"date-time":"2019-04-07T20:32:57Z","timestamp":1554669177000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602182107\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2002,4]]}},"alternative-id":["S0266466602182107"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602182107","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,4]]}}}