Generalized method of moments with latent variables

Ron Gallant, Raffaella Giacomini and Giuseppe Ragusa ()

No 50/13, CeMMAP working papers from Institute for Fiscal Studies

Abstract: 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.

Date: 2013-10-07
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https://www.cemmap.ac.uk/wp-content/uploads/2020/08/CWP5013.pdf (application/pdf)

Related works:
Working Paper: Generalized Method of Moments with Latent Variables (2013)
Working Paper: Generalized method of moments with latent variables (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:50/13

DOI: 10.1920/wp.cem.2013.5013

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