Lecture Advanced Econometrics (Part II) - Chapter 13: Generalized method of moments (GMM)

Lecture "Advanced Econometrics (Part II) - Chapter 13: Generalized method of moments (GMM)" presentation of content: Orthogonality condition, method of moments, generalized method of moments, GMM and other estimators in the linear models, the advantages of GMM estimator, GMM estimation procedure.

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127    9    1    21-06-2021