About this document
Introduction to GMM Estimation by alanpicard2303 is a document available to read on EtoBox.
This document provides a short introduction to the generalized method of moments (GMM) estimation. It begins with background information on the central limit theorem and law of large numbers, which are important concepts in probability theory related to asymptotic distributions and parameter convergence. It then discusses properties of estimators such as being unbiased, minimum variance unbiased, and consistent. The goal is to introduce the reader to GMM estimation.
- Author
- alanpicard2303
- Language
- EN