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by mattsurw
September 13th, 2017, 12:18 pm
Forum: Student Forum
Topic: Learn GMM
Replies: 3
Views: 2835

Re: Learn GMM

Sorry, I mean Generalized Method of Moments.
by mattsurw
September 12th, 2017, 6:51 pm
Forum: Student Forum
Topic: Learn GMM
Replies: 3
Views: 2835

Learn GMM

I have a good math/stats background, but whenever I try to pick up something on GMM (edit: Generalized Method of Moments) I get lost. Mostly, I struggle with the leaps in mathematical logic between steps in the original paper and others. Are there other subjects I can read up on to prepare for anoth...