Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known

Autor:	Gautam Tripathi
Rok vydání:	2011
Předmět:	Moment (mathematics) Economics and Econometrics Applied Mathematics Statistics Aggregate (data warehouse) Inference Mathematics Generalized method of moments Stratified sampling
Zdroj:	Journal of Econometrics. 165:258-265
ISSN:	0304-4076
DOI:	10.1016/j.jeconom.2011.08.004
Popis:	We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::601c9bd69ccd329bced8689af9fed879 https://doi.org/10.1016/j.jeconom.2011.08.004 Zobrazit plný text záznamu Full Text from ScienceDirect