Discussion paper

DP9692 Generalized Method of Moments with Latent Variables

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 (eds) (2013), “DP9692 Generalized Method of Moments with Latent Variables”, CEPR Press Discussion Paper No. 9692. https://cepr.org/publications/dp9692