Skip to main content

Generalized Method of Moments

Encyclopedia
Edited by: Published: 2007
+- LessMore information
Download PDF

When information on a set of parameters is given in the form of moments (expectations), equations containing this information are called the moment conditions. For example, if yt = xtθ+ ut is considered and the statistician knows a priori that xt and ut are ...

Looks like you do not have access to this content.

Reader's Guide

  • All
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

      Copy and paste the following HTML into your website