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generalized method of moments中文是什么意思

  • 一般化矩方法

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  • Generalized method of moments
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In econometrics, 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 distribution function of the data may not be known, and therefore the maximum likelihood estimation is not applicable.
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