On GMM estimation of distributions from grouped data

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 126
Issue: C
Pages: 122-126

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

Abstract

For estimating distributions from grouped data, setting up moment conditions in terms of group shares and group means leads to an optimal weight matrix and a GMM objective function that are considerably simpler than those from a previous specification. Minimization is more efficient and convergence is more reliable.

Technical Details

RePEc Handle
repec:eee:ecolet:v:126:y:2015:i:c:p:122-126
Journal Field
General
Author Count
2
Added to Database
2026-01-25