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GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known

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Author Info
Gautam Tripathi (University of Connecticut)

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Abstract

We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by standard stratified sampling and the maintained assumption is that the aggregate shares are known.

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File URL: http://www.econ.uconn.edu/working/2008-31.pdf
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Publisher Info
Paper provided by University of Connecticut, Department of Economics in its series Working papers with number 2008-31.

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Length: 19 pages
Date of creation: Sep 2008
Date of revision:
Handle: RePEc:uct:uconnp:2008-31

Note: We thank Yuichi Kitamura for helpful comments.
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Postal: University of Connecticut 341 Mansfield Road, Unit 1063 Storrs, CT 06269-1063
Phone: (860) 486-4889
Fax: (860) 486-4463
Web page: http://www.econ.uconn.edu/
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Related research
Keywords: Generalized method of moments; GMM; standard stratified sampling.;

Find related papers by JEL classification:
C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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This page was last updated on 2009-10-28.

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