Exercise 13.19 You want to estimate u = E[Y] under the assumption that E[X] = 0, where Y and X are scalar and observed from a random sample. Find an efficient GMM estimator for μ.

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Exercise 13.19 You want to estimate μ = E[Y] under the assumption that E[X] = 0, where Y and X are
scalar and observed from a random sample. Find an efficient GMM estimator for μ.
Transcribed Image Text:Exercise 13.19 You want to estimate μ = E[Y] under the assumption that E[X] = 0, where Y and X are scalar and observed from a random sample. Find an efficient GMM estimator for μ.
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