Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known

A-Tier
Journal: Journal of Econometrics
Year: 2011
Volume: 165
Issue: 2
Pages: 258-265

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:econom:v:165:y:2011:i:2:p:258-265
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29