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We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by standard stratified sampling and the maintained assumption is that the aggregate shares are known.
Persistent link: https://www.econbiz.de/10005838977
Economists and other social scientists often face situations where they have access to two datasets that they can use but one set of data suffers from censoring or truncation. If the censored sample is much bigger than the uncensored sample, it is common for researchers to use the censored...
Persistent link: https://www.econbiz.de/10005800311
We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known.
Persistent link: https://www.econbiz.de/10010574067