摘要
通过描述广义矩估计法的定义和统计性质,着力于探讨广义矩估计法在计量经济学中的应用,并指出了广义矩估计法在计量经济学中未来的发展方向。
The mathematical trend of economics was marked with the development of analytical instruments used in empirical works,which had significance in research of the theory and practice of statistical mathematics.This article describes the definition and statistical characteristics of estimator of Generalized Methods of Moments（GMM）,showed its applications in econometrics,then pointed out the prospects of GMM in econometrics as well as economics.
出处
《柳州职业技术学院学报》
2011年第5期40-43,共4页
Journal of Liuzhou Vocational & Technical College
关键词
广义矩估计法
计量经济学
消费函数
理性预期模型
generalized methods of moments
econometrics
consumption function
rational expectation model
