On GMM estimation of distributions from grouped data

William Griffiths () and Gholamreza Hajargasht ()

Economics Letters, 2015, vol. 126, issue C, 122-126

Abstract: For estimating distributions from grouped data, setting up moment conditions in terms of group shares and group means leads to an optimal weight matrix and a GMM objective function that are considerably simpler than those from a previous specification. Minimization is more efficient and convergence is more reliable.

Keywords: Optimal weight matrix; Income distributions; Share data (search for similar items in EconPapers)
JEL-codes: C13 C16 D31 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:126:y:2015:i:c:p:122-126

DOI: 10.1016/j.econlet.2014.11.031

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