Generalized method of moments
id:
generalized-method-of-moments-260-17766383
title:
Generalized method of moments
text:
In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models. Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable. The method requires that a certain number of moment conditions be specified for the model. These mome
brand slug:
wiki
category slug:
encyclopedia
description:
Parameter estimation technique in statistics, particularly econometrics
original url:
https://en.wikipedia.org/wiki/Generalized_method_of_moments
date created:
date modified:
2023-08-28T22:13:58Z
main entity:
{"identifier":"Q683131","url":"https://www.wikidata.org/entity/Q683131"}
image:
fields total:
13
integrity:
14