Arbeitspapier
Generalised method of moments with latent variables
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP50/13
- Klassifikation
-
Wirtschaft
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation
Macroeconomics: Consumption, Saving, Production, Employment, and Investment: Forecasting and Simulation: Models and Applications
- Thema
-
Generalized Method of Moments
Latent Variables
Structural Models
Particle Filter
Momentenmethode
Multivariate Analyse
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Gallant, A. Ronald
Giacomini, Raffaella
Ragusa, Giuseppe
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2013
- DOI
-
doi:10.1920/wp.cem.2013.5013
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Gallant, A. Ronald
- Giacomini, Raffaella
- Ragusa, Giuseppe
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2013
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