The MD estimator (see Section 6.7) uses the restriction g ( ) = 0
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The MD estimator (see Section 6.7) uses the restriction . Suppose more generally that the restriction is and we estimate using the generalized MD estimator that minimizes . Adapt (6.68)(6.70) to show that (6.67) holds with and replaced by , where .
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Microeconometrics Methods And Applications
ISBN: 9780521848053
1st Edition
Authors: A.Colin Cameron, Pravin K. Trivedi
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