Zsohár, Péter (2012) Short Introduction to the Generalized Method of Moments. Hungarian Statistical Review, 90 (SN16). pp. 150-170. ISSN 0039-0690
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Abstract
The generalized method of moments (GMM) is the centrepiece of semiparametric estimation frameworks. After putting GMM into context and familiarizing the reader with the main principles behind the method, we discuss the estimation procedure and the properties of the GMM estimator in details. We also provide a short survey of recent research areas in the field. To facilitate understanding, most concepts are illustrated by simple examples.
| Item Type: | Article |
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| Subjects: | H Social Sciences / társadalomtudományok > HA Statistics / statisztika |
| Depositing User: | Zsolt Baráth |
| Date Deposited: | 08 Mar 2022 10:46 |
| Last Modified: | 10 Mar 2022 14:56 |
| URI: | http://real.mtak.hu/id/eprint/138679 |
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