Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known

We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known.

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Year of publication:	2011
Authors:	Tripathi, Gautam
Published in:	Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 165.2011, 2, p. 258-265
Publisher:	Elsevier
Subject:	Generalized method of moments \| GMM \| Stratified sampling

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Type of publication:	Article
Classification:	c18 ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010574067