1
$\begingroup$

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

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.