SAGE Reference - Encyclopedia of Measurement and Statistics

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Generalized Method of Moments

In: Encyclopedia of Measurement and Statistics
Edited by: Neil J. Salkind
Subject:Test & Measurement, Quantitative/Statistical Research
Keywords:parameters; parameters

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 = x′tθ+ ut is considered and the statistician knows a priori that xt and ut are ...

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  Salkind, N. J. (2007). Generalized method of moments. In Encyclopedia of measurement and statistics (Vol. 1, pp. 391-394). SAGE Publications, Inc., https://dx.doi.org/10.4135/9781412952644.n185
  
  Salkind, Neil J. "Generalized Method of Moments." In Encyclopedia of Measurement and Statistics, edited by Salkind, Neil J., 391-94. Thousand Oaks, CA: SAGE Publications, Inc., 2007. https://dx.doi.org/10.4135/9781412952644.n185.
  
  Salkind, N. J. 2007. Generalized Method of Moments. In: Neil J. Salkind Editor, 2007. Encyclopedia of Measurement and Statistics, Thousand Oaks, CA: SAGE Publications, Inc. pp. 391-394 Available at: <https://dx.doi.org/10.4135/9781412952644.n185> [Accessed 28 May 2022].
  
  Salkind, Neil J. "Generalized Method of Moments." Encyclopedia of Measurement and Statistics. Edited by Vol. 1. Thousand Oaks: SAGE Publications, Inc., 2007, pp. 391-94. SAGE Knowledge. 28 May 2022, doi: https://dx.doi.org/10.4135/9781412952644.n185.
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