Abstract
The generalized method of moments (GMM) was introduced by Hansen in 1982. It is of great importance in econometrics because it provides a unified framework for the analysis of many well-known estimators, such as least squares, instrumental variables (IV), and maximum likelihood (ML). Several excellent book chapters and textbooks are available (Hall, 1993; Ogaki, 1993). Here, we restrict our attention to the elements of GMM theory essential for deriving the generalized estimating equations (GEE).
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© 2011 Springer Science+Business Media, LLC
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Ziegler, A. (2011). Generalized method of moment estimation. In: Generalized Estimating Equations. Lecture Notes in Statistics(), vol 204. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0499-6_8
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DOI: https://doi.org/10.1007/978-1-4614-0499-6_8
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Online ISBN: 978-1-4614-0499-6
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