
handle: 10419/97389
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.
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
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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