Browsing FGV EPGE - Ensaios Econômicos by Title "Variáveis intrumentais e o MGM: uso de momentos condicionais"
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Variáveis intrumentais e o MGM: uso de momentos condicionais
2003-11-01This text presents how the Generalised Method of Moments (GMM) can be used to derive instrumental variables estimators for linear and non-linear models. It makes for a chapter of a work (textbook) in progress.


