Generalized method of moments with latent variables

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:	2013-10
Authors:	Gallant, Ron ; Giacomini, Raffaella ; Ragusa, Giuseppe
Institutions:	Centre for Microdata Methods and Practice (CEMMAP)

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Extent:	application/pdf
Series:	CeMMAP working papers.
Type of publication:	Book / Working Paper
Notes:	Number CWP50/13
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010700300