BU.232.630.W6.SP25 Quiz 2

Consider the following nonlinear regression model: yt=αx β t +εt Assume i.i.d. data and 𝔼[εt|xt]=0. To estimate α and β by GMM, we chose among the following moment conditions: 𝔼[yt−αx β t ]=0 𝔼[...