I have $f_{\alpha, \beta}(y)=\frac{\alpha}{\beta}(\frac{\beta}{y})^{\alpha +1}, y\ge\beta,\ \ \alpha,\beta\gt 0$. Both $\alpha, \beta$ unknown. To find estimators using the method of moment, we equate $E(Y)=\frac{ \alpha\beta}{\alpha-1}=\frac1n\sum y_i$,
$E(Y^2)=(E(Y))^2+Var(Y)=(\frac{ \alpha\beta}{\alpha-1})^2+\frac{\beta^2\alpha}{(\alpha-1)^2(\alpha-2)}=\frac1n\sum y_i^2$
The problem comes because the mean of Pareto is the $E(Y)$ above only when $\alpha \gt 1$, otherwise it's $\infty$. Same problem for the second moment since $Var(Y)$ is not $\infty$ only when $\alpha>2$, but in the question we only assume $\alpha, \beta>0$. I know that method of moments is not restricted to moments, as we can also equate $E_\theta(g_i(Y))=g_i(Y)$, but I don't see a way out.