Generalized Method of Moments

When information on a set of parameters is given in the form of moments (expectations), equations containing this information are called the moment conditions. For example, if yt = xtθ+ ut is considered and the statistician knows a priori that xt and ut are ...

  • Loading...
locked icon

Sign in to access this content

Get a 30 day FREE TRIAL

  • Watch videos from a variety of sources bringing classroom topics to life
  • Read modern, diverse business cases
  • Explore hundreds of books and reference titles