A Frisch-Waugh-Lovell-type theorem for GMM using oblique projections

Basu, Deepankar

working paper

oai:scholarworks.umass.edu:20.500.14394/56422

A Frisch-Waugh-Lovell-type theorem for GMM using oblique projections

Authors: Deepankar Basu
Publication date: 1 May 2025
Publisher
Doi

Abstract

I derive a Frisch-Waugh-Lovell (FWL) theorem for GMM estimators in regression models with significant nonlinearities using oblique projection matrices

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