GMM

Resources and applications

Books

• Hall A R. Generalized method of moments[M]. Oxford: Oxford University Press, 2005.

R resources

• Chausse P. momentfit: Methods of Moments[J]. 2023.

• Chausse P. Generalized Method of Moments with R[J]. , 2023.

• Alfred F. SAM. series blog on “Generalized Method of Moments (GMM) in R”. https://alfredsam.github.io/

Course

• Eric Zivot (Washington University). Economics 583: Econometric Theory I. https://faculty.washington.edu/ezivot/econ583/econ583.htm. homepage https://faculty.washington.edu/ezivot/index.htm