@article{3edb75473be7458f884e9b08691db913,
title = "A separability result for gmim estimation, with applications to gls prediction and conditional moment tests",
abstract = "Generalized method of moments estimates are unaffected by the addition of equal numbers of moment conditions and extra parameters. We prove this result and give examples of its use.",
keywords = "Generalized method of moments, conditional, moment tests, prediction",
author = "Seung Ahn and Peter Schmidt",
note = "Funding Information: The second author gratefully acknowledges the financial support of the National Science Foundation. The Editor thanks Mrs. Judy Habel and Mrs. Jo-Anne Hickey of the Journal office at SMU for typesetting the manuscript.",
year = "1995",
month = jan,
day = "1",
doi = "10.1080/07474939508800301",
language = "English (US)",
volume = "14",
pages = "19--34",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor and Francis Ltd.",
number = "1",
}