Theoretical Exercises 5: Generalized Method of Moments
These theoretical exercises for Topic 5 focus on estimation based on the generalized method of moments (GMM). We work actively with the exercises during the class on Monday, April 23.
You can download the exercises below.
Theoretical Exercises 5.pdf Download Theoretical Exercises 5.pdf.
Resources
The following resources might be useful for solving the exercise:
Written solution guide: Theoretical Exercises 5 - Solution Guide.pdf Download Theoretical Exercises 5 - Solution Guide.pdf.
Slides: 05 GMM.pdf Download 05 GMM.pdf.
Annotated slides: 05 GMM (Annotated).pdf Download 05 GMM (Annotated).pdf.
Video and Review Quiz 5-01: Introduction to GMM.
The video gives an introduction to GMM.
Video and Review Quiz 5-02: GMM Estimation and Properties of the Estimator.