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GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known

Author

Listed:
  • Gautam Tripathi

    (University of Connecticut)

Abstract

We 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.

Suggested Citation

  • Gautam Tripathi, 2008. "GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known," Working papers 2008-31, University of Connecticut, Department of Economics, revised Nov 2009.
  • Handle: RePEc:uct:uconnp:2008-31
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    More about this item

    Keywords

    Generalized method of moments; GMM; standard stratified sampling.;

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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