Abstract:Abstract. Continuum-Generalized Method of Moments (C-GMM) covers the Generalized Method of Moments (GMM)shortfall which is not as efficient as Maximum Likelihood estimator by using the continuum set of moment conditions in a GMM framework. However, this computation would take a very long time since optimizing regularization parameter. Unfortunately, these calculations are processed sequentially whereas in fact all modern computers are now supported by hierarchical memory systems and hyperthreading technology, … Show more
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