Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - C.E.P.R. Discussion Papers - 2013
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...