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Audiobooks & Video Training Generalized Method of Moments
Posted on 2010-10-03
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More Generalized Method of Moments Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. Accompanying this empirical interest, there is a growing literature in econometrics on GMM-based inference techniques. In fact, in many ways, GMM is becoming the common language of econometric dialogue because the framework subsumes many other statistical methods of interest, such as Least Squares, Maximum Likelihood and Instrumental Variables. My Links
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