On GMM estimation of distributions from grouped data

For estimating distributions from grouped data, setting up moment conditions in terms of group shares and group means leads to an optimal weight matrix and a GMM objective function that are considerably simpler than those from a previous specification. Minimization is more efficient and convergence is more reliable.

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Year of publication:	2015
Authors:	Griffiths, William ; Hajargasht, Gholamreza
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 126.2015, C, p. 122-126
Publisher:	Elsevier
Subject:	Optimal weight matrix \| Income distributions \| Share data

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Type of publication:	Article
Classification:	C13 - Estimation ; D31 - Personal Income, Wealth and Their Distributions
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189522