An Introduction to the Generalized Method of Moments (GMM)

Автор: Morten Nyboe Tabor

Загружено: 2018-11-20

Просмотров: 17142

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The video gives a short general introduction to generalized method of moments. First, the moment conditions and sample moment conditions are presented in general terms. Second, identification is discussed. Third, the generalized method of moments (GMM) estimator is briefly presented.

An Introduction to the Generalized Method of Moments (GMM)

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