Inner Workings of the GMM Estimator (Part 2)
This blog post demonstrates how the mechanism of GMM estimation. I construct a GMM estimator from scratch to demonstrate its basic principles
This blog post demonstrates how the mechanism of GMM estimation. I construct a GMM estimator from scratch to demonstrate its basic principles
This blog post demonstrates how the mechanism of GMM estimation. I construct a GMM estimator from scratch to demonstrate its basic principles
This blog post demonstrates the result of Frisch-Waugh-Lovell (FWL) theorem how it can be used to understand the equivalence of different fixed effects estimators used in panel data settings.
The problem of weak and invalid IV from a sampling distribution perspective as explained by Peter Rossi in his 2014 Marketing Science article.