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El Metodo Generalizado De Los Momentos

Author

Listed:
  • Alfonsa Denia Cuesta

    (Universidad de Alicante)

  • Ignacio Mauleón

    (Universidad Rey Juan Carlos)

Abstract

El método generalizado de los momentos es una técnica de estimación muy general, que permite interpretar la mayor parte de los métodos de estimación conocidos 'como casos particulares, incluido el de máxima verosimilitud bajo ciertas condiciones. Además, este procedimiento permite desarrollar métodos de estimación nuevos, especialmente adaptados a problemas planteados por la macroeconomía contemporánea. El objeto de este trabajo es presentar, de forma sistemática, el conjunto de resultados, propiedades y aplicaciones más relevantes del método mencionado.

Suggested Citation

  • Alfonsa Denia Cuesta & Ignacio Mauleón, 1995. "El Metodo Generalizado De Los Momentos," Working Papers. Serie EC 1995-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Handle: RePEc:ivi:wpasec:1995-06
    as

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    File URL: http://www.ivie.es/downloads/docs/wpasec/wpasec-1995-06.pdf
    File Function: Fisrt version / Primera version, 1995
    Download Restriction: no
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