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Stochastic Generalized Method of Moments

The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the obj...

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Bibliografiska uppgifter
Huvudupphovsmän: Yin, Guosheng, Ma, Yanyuan, Liang, Faming, Yuan, Ying
Materialtyp: Artigo
Språk:Inglês
Publicerad: 2011
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC3286612/
https://ncbi.nlm.nih.gov/pubmed/22375093
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jcgs.2011.09210
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