Working Paper

Generalized method of moments with latent variables


Ron Gallant, Raffaella Giacomini, Giuseppe Ragusa

Published Date

7 October 2013


Working Paper (CWP50/13)

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model, provided there were no latent variables. The contribution of this paper is the same with latent variables.