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How to find moment condition for generalized method of moments?
Consider a scalar system with $2K$ outputs and $K+2$ unknowns:
$y_{k,1}=x_ka_1+n_{k,1} \quad y_{k,2}=x_ka_2+n_{k,1}$.
The variables $n_{k,\ell}$ are zero mean noise variables.
To estimate $a_1$ and $...
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