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Generalized Method of Moments with Latent Variables
A. Ronald Gallant
Raffaella Giacomini
Giuseppe Ragusa
出版
Centre for Economic Policy Research
, 2013
URL
http://books.google.com.hk/books?id=3QzwoAEACAAJ&hl=&source=gbs_api
註釋
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 latent variables.