Narrow search
Showing 1 - 5 of 5
Cover Image
Generalised method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 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...
Persistent link: https://www.econbiz.de/10010368208
Cover Image
Generalised method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 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...
Persistent link: https://www.econbiz.de/10010188137
Cover Image
Generalized method of moments with latent variables
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010206776
Cover Image
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 201 (2017) 2, pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
Cover Image
Generalized Method of Moments with Latent Variables
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...
Persistent link: https://www.econbiz.de/10011083999