Carrasco, Marine; Florens, Jean-Pierre - In: Journal of Business & Economic Statistics 20 (2002) 4, pp. 482-92
The method of moments is based on a relation E[superscript theta[subscript 0]](h(X[subscript t, theta)) = 0, from which an estimator of theta is deduced. In many econometric models, the moment restrictions can not be evaluated numerically due to, for instance, the presence of a latent variable....