GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known
Gautam Tripathi ()
No 2008-31, Working papers from University of Connecticut, Department of Economics
We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by standard stratified sampling and the maintained assumption is that the aggregate shares are known.
Keywords: Generalized method of moments; GMM; standard stratified sampling. (search for similar items in EconPapers)
JEL-codes: C30 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2008-09, Revised 2009-11
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Persistent link: https://EconPapers.repec.org/RePEc:uct:uconnp:2008-31
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