El método generalizado de los momentos
- Ignacio Mauleón Torres 1
- Alfonsa Denia Cuesta 1
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1
Universitat d'Alacant
info
Année de publication: 1995
Número: 6
Pages: 1-52
Type: Working Paper
Résumé
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.