Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/97389
Authors: 
Gallant, A. Ronald
Giacomini, Raffaella
Ragusa, Giuseppe
Year of Publication: 
2013
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP50/13
Abstract: 
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.
Subjects: 
Generalized Method of Moments
Latent Variables
Structural Models
Particle Filter
JEL: 
C32
C36
E27
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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