Gallant, Ron; Giacomini, Raffaella; Ragusa, Giuseppe - Centre for Microdata Methods and Practice (CEMMAP) - 2013
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...
