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.
Authors
Research Associate University College London
Raffaella is a Professor in the Department of Economics at UCL and a Senior Economist at the Federal Reserve Bank of Chicago.
Duke University
Giuseppe Ragusa
Working Paper details
- DOI
- 10.1920/wp.cem.2013.5013
- Publisher
- IFS
Suggested citation
R, Gallant and R, Giacomini and G, Ragusa. (2013). Generalized method of moments with latent variables. London: IFS. Available at: https://ifs.org.uk/publications/generalized-method-moments-latent-variables (accessed: 26 April 2024).
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