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generalized method of moments,GMM
释义
generalized method of moments,GMM
Encyclopedia
管理学
广义矩估计
释
generalized method of moments,GMM
广义矩估计
基于模型实际参数满足一定矩条件而形成的一种参数估计方法。矩估计方法的一般化,简称GMM。
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