Variáveis intrumentais e o MGM: uso de momentos condicionais

Renato Flôres Junior

No 516, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

Abstract: This text presents how the Generalised Method of Moments (GMM) can be used to derive instrumental variables estimators for linear and non-linear models. It makes for a chapter of a work (textbook) in progress.

Date: 2003-11-01
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