Author

Duy Nguyen

h-index 4 View on Semantic Scholar

We have 1 of 11 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Oct 2026

An efficient stochastic generalized method of moments estimator for nonlinear moment models

We study the asymptotic properties of the nonlinear stochastic GMM algorithm proposed by Chen, Lee, Liao, Seo, Shin and Song for recursively estimating parameters defined by possibly nonlinear and overidentified moment restrictions $\E[g(X,\beta^*)]=0$. Each observation updates estimates of the moment Jacobian, inverse...

Duy Nguyen · 0 citations