| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP9692 |
| DP9692 Generalized Method of Moments with Latent Variables | |
| Raffaella Giacomini; Giuseppe Ragusa | |
| 发表日期 | 2013-10-20 |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | 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. |
| 主题 | International Macroeconomics |
| 关键词 | Structural models Particle filter |
| URL | https://cepr.org/publications/dp9692 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/538528 |
| 推荐引用方式 GB/T 7714 | Raffaella Giacomini,Giuseppe Ragusa. DP9692 Generalized Method of Moments with Latent Variables. 2013. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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