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Robust Small Sample Accurate Inference in Moment Condition Models

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Author Info
Serigne N. Lo
Elvezio Ronchetti
Abstract

Procedures based on the Generalized Method of Moments (GMM) (Hansen, 1982) are basic tools in modern econometrics. In most cases, the theory available for making inference with these procedures is based on first order asymptotic theory. It is well-known that the (first order) asymptotic distribution does not provide accurate p-values and confidence intervals in moderate to small samples. Moreover, in the presence of small deviations from the assumed model, p-values and confidence intervals based on classical GMM procedures can be drastically affected (nonrobustness). Several alternative techniques have been proposed in the literature to improve the accuracy of GMM procedures. These alternatives address either the first order accuracy of the approximations (information and entropy econometrics (IEE)) or the nonrobustness (Robust GMM estimators and tests). In this paper, we propose a new alternative procedure which combines robustness properties and accuracy in small samples. Specifically, we combine IEE techniques as developed in Imbens, Spady, Johnson (1998) to obtain finite sample accuracy with robust methods obtained by bounding the original orthogonality function as proposed in Ronchetti and Trojani (2001). This leads to new robust estimators and tests in moment condition models with excellent finite sample accuracy. Finally, we illustrate the accuracy of the new statistic by means of some simulations for three models on overidentifying moment conditions.

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Paper provided by Département d'Econométrie, Université de Genève in its series Cahiers du Département d'Econométrie with number 2006.04.

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Length: 33 pages
Date of creation: Jun 2006
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Handle: RePEc:gen:geneem:2006.04

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Related research
Keywords: Exponential tilting; Generalized method of moments; Information and entropy econometrics; Monte Carlo; Robust tests; Saddlepoint techniques;

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  1. Hansen, Lars Peter & Heaton, John & Yaron, Amir, 1996. "Finite-Sample Properties of Some Alternative GMM Estimators," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 262-80, July.
  2. Melino, Angelo & Turnbull, Stuart M., 1990. "Pricing foreign currency options with stochastic volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 239-265. [Downloadable!] (restricted)
  3. Chistiano, Lawrence J & den Haan, Wouter J, 1996. "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 309-27, July.
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  4. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
  5. Gallant, A. Ronald & Tauchen, George, 1996. "Which Moments to Match?," Econometric Theory, Cambridge University Press, vol. 12(04), pages 657-681, October. [Downloadable!]
  6. Hall, Peter & Horowitz, Joel L, 1996. "Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators," Econometrica, Econometric Society, vol. 64(4), pages 891-916, July. [Downloadable!] (restricted)
  7. Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998. "Information Theoretic Approaches to Inference in Moment Condition Models," Econometrica, Econometric Society, vol. 66(2), pages 333-358, March.
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  8. Andersen, Torben G & Sorensen, Bent E, 1996. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 328-52, July.
    Other versions:
  9. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March. [Downloadable!] (restricted)
  10. G Sandmann & Siem Jan Koopman, 1996. "Maximum Likelihood Estimation of Stochastic Volatility Models," FMG Discussion Papers dp248, Financial Markets Group. [Downloadable!] (restricted)
  11. Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999. "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 91(1), pages 61-87, July. [Downloadable!] (restricted)
  12. repec:cup:etheor:v:12:y:1996:i:4:p:657-81 is not listed on IDEAS
  13. Burnside, Craig & Eichenbaum, Martin S, 1996. "Small-Sample Properties of GMM-Based Wald Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 294-308, July.
  14. Tauchen, George E. & Gallant, A. Ronald, 1995. "Which Moments to Match," Working Papers 95-20, Duke University, Department of Economics.
  15. Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994. "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-89, October.
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