Article ID Journal Published Year Pages File Type
5096428 Journal of Econometrics 2011 8 Pages PDF
Abstract
We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
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