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EconStor
Research . 2013
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Generalized method of moments with latent variables

Authors: Ron Gallant; Raffaella Giacomini; Giuseppe Ragusa;

Generalized method of moments with latent variables

Abstract

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.

Keywords

ddc:330, E27, Generalized Method of Moments, Latent Variables, Particle Filter, Momentenmethode, particle filter; Structural models, Structural Models, C36, Multivariate Analyse, C32, Theorie, jel: jel:C32, jel: jel:C36, jel: jel:E27

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    popularity
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Average
Top 10%