期刊论文

中文

武汉轻工大学学报

2095-7386

2003

22

2

110-112，120

10.3969/j.issn.1009-4881.2003.02.037

本校为第一机构

讨论广义矩方法(GMM)及与普通最小二乘法(OLS)、工具变量法(IV)、两阶段最小二乘法(2SLS)之间的关系.

We can estimate the parameter of econometric model with Ordinary least squares(OLS),Instrumental variable(IV),Two-stage least squares(2SLS) and Generalized method of moments(GMM),This article will discuss the relation between Generalized method of moments(GMM) a...