SmoothedVariables equals observable Variables

Estimation ML/Bayesian estimation

jpfeifer August 18, 2022, 6:33am 2

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Moments comparison Estimation

Hi, It depends on the model and the variables. If your model does not have measurement errors, then the smoothed observed variables will be equal to the actual observed variables. In this case it makes no sense to compare the sample moments which are equal by definition. Best, Stéphane.

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