Gmm new

A new GMM (Generalized Method of Moments) enthusiast!

GMM is a popular econometric technique used to estimate parameters of a model by matching moments (i.e., expected values) of the model to moments of the data. It's a flexible and powerful method that can be applied to a wide range of models, including linear and non-linear models, and is often used in finance, economics, and other fields.

What would you like to know about GMM? Are you looking for an introduction to the basics, or do you have a specific question or application in mind?