2026-04-17T11:34:19Zhttps://recercat.cat/oai/request

oai:recercat.cat:10230/8392025-12-24T02:04:38Zcom_2072_6col_2072_452953

Nonlinear models and small sample performance of the generalized method of moments Ventura, Eva Universitat Pompeu Fabra. Departament d'Economia i Empresa gmm small sample simulation Macroeconomics and International Economics In this paper I explore the issue of nonlinearity (both in the data generation process and in the functional form that establishes the relationship between the parameters and the data) regarding the poor performance of the Generalized Method of Moments (GMM) in small samples. To this purpose I build a sequence of models starting with a simple linear model and enlarging it progressively until I approximate a standard (nonlinear) neoclassical growth model. I then use simulation techniques to find the small sample distribution of the GMM estimators in each of the models. 2017-07-26T10:50:32Z 2017-07-26T10:50:32Z 1996-09-01 2017-07-23T02:02:43Z info:eu-repo/semantics/workingPaper https://econ-papers.upf.edu/ca/paper.php?id=186 http://hdl.handle.net/10230/839 eng Economics and Business Working Papers Series; 186 L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons http://creativecommons.org/licenses/by-nc-nd/3.0/es/ info:eu-repo/semantics/openAccess application/pdf application/pdf