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Variáveis intrumentais e o MGM: uso de momentos condicionais


  • Flôres Junior, Renato Galvão


This 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.

Suggested Citation

  • Flôres Junior, Renato Galvão, 2003. "Variáveis intrumentais e o MGM: uso de momentos condicionais," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 516, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Handle: RePEc:fgv:epgewp:516

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