Consistency and Asymptotic Normality of the Generalized Method of Moments (GMM) Estimator
Morten Nyboe Tabor Morten Nyboe Tabor
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 Published On Nov 21, 2018

The videos states sufficient conditions for consistency and asymptotic normality of the generalized method of moments (GMM) estimator and provides an intuition for the asymptotic results.

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