GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known
AbstractWe show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by standard stratified sampling and the maintained assumption is that the aggregate shares are known.
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Bibliographic InfoPaper provided by University of Connecticut, Department of Economics in its series Working papers with number 2008-31.
Length: 19 pages
Date of creation: Sep 2008
Date of revision: Nov 2009
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Generalized method of moments; GMM; standard stratified sampling.;
Find related papers by JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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