Scope
Many other popular estimation techniques can be cast in terms of GMM optimization:
- Ordinary Least Squares (OLS) is equivalent to GMM with moment conditions:
- Generalized Least Squares (GLS)
- Instrumental variables regression (IV)
- Non-linear Least Squares (NLLS):
- Maximum likelihood estimation (MLE):
Read more about this topic: Generalized Method Of Moments
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