Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known |
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| Authors: | Gautam Tripathi |
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| Institution: | aFaculty of Law, Economics and Finance, University of Luxembourg, Luxembourg |
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| Abstract: | We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known. |
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| Keywords: | JEL classification: C18 C30 |
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