GMM CRITERION
EXPRESSION
CONTORMABEL SYMMETRI
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X W X X wax t Wak ZW
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CONSIDER THE FOLLOWING Function
IN CALCULUS
USUAL DATA
of THE GRADIENT HESSIAN of THE
CONSIDER AFunctiondCI
WANT WRITE
Igloo e ee smaller terms
zero foster I we am
gees te gg
we divide both sides
A to we derivative
obtain the
definition
everything
DIFFERENTIABLE FUNCTION D.ERIVATIVISI
EXPANDED EVEN
EXPLAINS THE
THE VARIANCE of A Vector
Xisa scalar
ECXXTJ ECXICECXJ.IT
Explains LECTURE
ECggTJ IN RECALL ECG O
TAKING A CONSTANT THE NORMAL
distribution
what is the CX
EXPLAINS THE
of THE GMM VARIANCE
WHEN INSIDE THE
WE TAKE VARIANCE WE
POST MULTIPLY BY THEM
SQUARE THEM
Txu Is Txt C’s x’y
x x’LX Pot
Ixix’s I LIKE
THE SAME STRUCTURE IN LINEAR GRADIENT
EXPLAINS THAT
THE THE TRUE VALUE Pe HAS
DIFFERENCE BETWEEN THE ESTIMATOR F AND
Z PRICING Errors
THIS EXPLAINS THE structure of Me
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