Method of moments and generalised method of moments - basic introduction

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  • Опубликовано: 12 янв 2025

Комментарии • 29

  • @dudeB15
    @dudeB15 4 года назад +12

    Ben Lambert you are seriously the gold standard in teaching

  • @luistato7437
    @luistato7437 3 года назад +2

    Good old Ben Lambert. Oxford think they can hide my guy Ben by publishing their lectures on Ox educ, but they're wrong. We know. This Ben Lambert, this not Ox educ. Keep doing your thing Ben, we are all deeply in love with you and you have single handedly graduated more people than lots of universities

  • @z.kuwait5277
    @z.kuwait5277 2 года назад

    Ben, I'm watching your videos this year and I'm super super grateful for your videos! Idk what I'd do in my econometrics course this semester without you!

  • @danee593
    @danee593 4 года назад

    Ben Lambert you are a god!

  • @finbarrseanodonoghue3817
    @finbarrseanodonoghue3817 9 лет назад +2

    Very clear, concise introduction!

  • @johnzhang6612
    @johnzhang6612 7 лет назад +1

    Thank you! Best explanation I have ever seen!

  • @vipulsharma3751
    @vipulsharma3751 5 лет назад +3

    Loved it, it helped!! Thanks for the content

  • @nstar0203
    @nstar0203 8 лет назад +1

    Thanks, really helpful and clear explanations.

  • @007CXY
    @007CXY 6 лет назад

    Very clear explanation (love the accent)

  • @JulianS-r2t
    @JulianS-r2t 8 лет назад

    1:01-1:04 of video. What is a Sample precisly? Where or how we might get it?

  • @zahrariaz8276
    @zahrariaz8276 7 лет назад

    your video is very helpful. Thank you.
    kindly make a video on probability weighted moments.

  • @scLightO
    @scLightO 7 лет назад

    Nice explanation!

  • @andrewncube283
    @andrewncube283 4 года назад

    Thank you for the lesson. If I may ask which software did you use here?

  • @victorvhikto8835
    @victorvhikto8835 7 лет назад

    thanks....really works

  • @rakotondrazakatojoherilant6403
    @rakotondrazakatojoherilant6403 4 года назад +1

    Why the third equation of population moment condition got 3 times sigma square?

  • @punkntded
    @punkntded 6 лет назад

    Why would we need more than two moment equations?

    • @juamocoustic
      @juamocoustic 6 лет назад +2

      If you have more information about your population, incorporating this information into your estimate increases the efficiency. It'd be a shame to waste information that you have about the population, hence you use the GMM if you have more MCS available.

  • @davisvance
    @davisvance 7 лет назад

    why is the expected value of x^2 = sigma^2 + mu^2?

    • @ArielSasson
      @ArielSasson 5 лет назад +4

      sigma^2 = V(X) = E(X^2)- E(X)^2. so E(X^2) = sigma^2 + E(X)^2 = sigma^2 + mu^2

  • @kevinaud6461
    @kevinaud6461 7 лет назад +11

    Great video, thanks! Your sigmas look so much like 6s though...

    • @williamgruben2172
      @williamgruben2172 5 лет назад

      A lower case sigma looks like a 6. And upper case sigma looks like a sideways M

    • @lckite9823
      @lckite9823 4 года назад

      william gruben not really like a six. Look at them: σ, 6. Big difference

  • @edwardraywer4198
    @edwardraywer4198 6 лет назад

    Thanks...

  • @nthurn123
    @nthurn123 7 лет назад +1

    didnt know sigma = 6