I'm trying to understand a financial concept called GMM. Could someone explain what GMM stands for and its significance in the finance field?
6 answers
CryptoKnight
Thu Nov 07 2024
It has played a crucial role in advancing empirical research within the field of finance.
JamesBrown
Thu Nov 07 2024
Specifically, GMM has made significant contributions to asset pricing models.
Valentina
Thu Nov 07 2024
Researchers leverage GMM to estimate parameters in models where traditional estimation methods may fail.
EnchantedSeeker
Thu Nov 07 2024
The generalized method of moments (GMM) represents a pivotal technique in statistical analysis.
GangnamGlitzGlamourGloryDays
Thu Nov 07 2024
The method is particularly useful when only moments of the underlying distribution are available.