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

Abstract: 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)
Pages: 19 pages
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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