Title of article :
Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
Author/Authors :
Tripathi، نويسنده , , Gautam، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
Pages :
8
From page :
258
To page :
265
Abstract :
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.
Keywords :
Generalized Method of Moments , Stratified sampling , GMM
Journal title :
Journal of Econometrics
Serial Year :
2011
Journal title :
Journal of Econometrics
Record number :
2128866
Link To Document :
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