Discussion paper

DP9692 Generalized Method of Moments with Latent Variables

Raffaella Giacomini Giuseppe Ragusa

20 Oct 2013

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.

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Citation

Giacomini, R and G Ragusa (2013), ‘DP9692 Generalized Method of Moments with Latent Variables‘, CEPR Discussion Paper No. 9692. CEPR Press, Paris & London. https://cepr.org/publications/dp9692