El método generalizado de los momentos

  1. Ignacio Mauleón Torres 1
  2. Alfonsa Denia Cuesta 1
  1. 1 Universitat d'Alacant
    info

    Universitat d'Alacant

    Alicante, España

    ROR https://ror.org/05t8bcz72

Revista:
Working papers = Documentos de trabajo: Serie EC - (Instituto Valenciano de Investigaciones Económicas)

Any de publicació: 1995

Número: 6

Pàgines: 1-52

Tipus: Document de treball

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Resum

The generalized method of moments is a common estimation technique which allows us to interpret most part of the known estimation methods as well as particular cases, including máximum likehood under certain conditions. This procedure also allows us to develop new estimation methods, specially suited for the present macroeconomic problems. The aim of this paper is to systematically present the most relevant results, properties and applications of this method.

Fuente de los datos: Dialnet