Source: https://i.ytimg.com/vi/bNWhsHug1rc/maxresdefault.jpg and https://youtu.be/bNWhsHug1rc

In this post basic concepts of Generalized Method of Moments (GMM) are introduced and the applications in R are also discussed. Interested audience can also refer to the video uploaded by Morten Nyboe Tabor. Well, the first stuff to be clarified is that GMM here is the abbreviation for Generalized…

Alfred F. SAM

Data Scientist in MassMutual and part-time lecturer in Econometrics and Applied Predictive Modeling.

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