Overview

generalized method of moments estimator


Show Summary Details

Quick Reference

A generalization of the method of moments estimator applicable when the number of moment conditions exceeds the number of parameters to be estimated. The estimates of the parameters are computed by minimizing the sum of squared differences between the population moments and the sample moments.

Subjects: Economics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.