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Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known

Gautam Tripathi ()

Journal of Econometrics, 2011, vol. 165, issue 2, 258-265

Abstract: We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known.

Keywords: Generalized method of moments; GMM; Stratified sampling (search for similar items in EconPapers)
JEL-codes: C18 C30 (search for similar items in EconPapers)
Date: 2011
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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Handle: RePEc:eee:econom:v:165:y:2011:i:2:p:258-265