广义矩方法及与模型的其它参数估计法的关系

GENERALIZED METHOD OF MOMENTS AND THEIR RELATIONS TO OTHER PARAMETER ESTIMATION MTHODS OF THE MODEL

讨论广义矩方法(GMM)及与普通最小二乘法(OLS)、工具变量法(IV)、两阶段最小二乘法(2SLS)之间的关系。

We can estimate the parameter of econometric model with Ordinary least squares(OLS),Instrumental variable(IV),Two-stage least squares(2SLS) and Generalized method of moments(GMM),This article will discuss the relation between Generalized method of moments(GMM) and the other three methods.