Generalised method of moments with latent variables

A. Ronald Gallant; Raffaella Giacomini; Giuseppe Ragusa

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model. Provided there were no latent variables. The contribution of this paper is the same. With latent variables.

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Year of publication:	2013
Authors:	Gallant, A. Ronald ; Giacomini, Raffaella ; Ragusa, Giuseppe
Publisher:	London : Centre for Microdata Methods and Practice
Subject:	Generalized Method of Moments \| Latent Variables \| Structural Models \| Particle Filter \| Momentenmethode \| Method of moments \| Multivariate Analyse \| Multivariate analysis \| Theorie \| Theory

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Extent:	Online-Ressource (44 S.) graph. Darst.
Series:	CEMMAP working papers / Centre for Microdata Methods and Practice. - London : [Verlag nicht ermittelbar], ISSN 1753-9196, ZDB-ID 2106928-1. - Vol. 50/13
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	10.1920/wp.cem.2013.5013 [DOI] hdl:10419/97389 [Handle]
Classification:	C32 - Time-Series Models ; c36 ; E27 - Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010188137