A two sample size estimator for large data sets
In GMM estimators, moment conditions with additive error terms involve an observed component and a predicted component. If the predicted component is computationally costly to evaluate, it may not be feasible to estimate the model with all the available data. We propose a simple two sample size “lar...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Oxford University Press
2025
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