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Estimation in Matlab: Answers GMM MLE Parameter Estimate Std. Err. Estimate Std. Err. 0.2994 0.0117 0.2820 0.0127 0.0222 0.0002 0.0225 0.0009 2.2043 0.0195 2.2339 0.0119 ˙ 0.4023 0.0087 0.3794 0.0043 Data is generated using same underlying parameters Asymptotically MLE std. err. smaller than GMM std. err. MLE is the minimum variance .
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