An Introduction to the Generalized Method of Moments (GMM)
Morten Nyboe Tabor Morten Nyboe Tabor
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 Published On Nov 20, 2018

The video gives a short general introduction to generalized method of moments. First, the moment conditions and sample moment conditions are presented in general terms. Second, identification is discussed. Third, the generalized method of moments (GMM) estimator is briefly presented.

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