Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

I'd like to solve a GMM model with third-order and fourth-order moments for unknown (non-normal) distribution, i.e., get the asymptotic distribution of a vector theta consisting of the parameters that describe the unknown non-normal distribution. How can this be done? Thanks Roy

share|improve this question
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.