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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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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2011
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| Assuntos: | |
| Acesso em linha: | 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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