Topic 6: Generalized Method of Moments
Material covered in class
This section provides a brief introduction to GMM estimation
It includes material from chapters 12 and 13 of the textbook
The material not from the textbook primarily comes from
- Marcus, Michelle, and Pedro HC Sant’Anna. “The role of parallel trends in event study settings: An application to environmental economics.” Journal of the Association of Environmental and Resource Economists 8.2 (2021): 235-275. [Link]
Additional material
None