<p>I cannot tell what the difference between minimum distance estimator (MDE) and GMM is, but there is some discussion of MDE and some further references in</p>
<ol>
<li>chapters 8 and 9 of Hansen <a href="https://press.princeton.edu/books/hardcover/9780691235899/econometrics" rel="nofollow noreferrer">&quot;Econometrics&quot;</a> (2022),</li>
<li>chapter 13 of Greene <a href="https://pages.stern.nyu.edu/%7Ewgreene/Text/econometricanalysis.htm" rel="nofollow noreferrer">Econometric Analysis</a> (8th edition) and</li>
<li>chapter 14 of Wooldridge <a href="https://mitpress.mit.edu/9780262232586/econometric-analysis-of-cross-section-and-panel-data/" rel="nofollow noreferrer">&quot;Econometric Analysis of Cross Section and Panel Data&quot;</a> (2nd edition)</li>
</ol>

CC BY-SA 4.0
2024-10-24T17:49:03.150Z
This is a handy pdf of the second suggestion of richard above. https://pages.stern.nyu.edu/~wgreene/Text/Edition8/PDF/M13_GREE1366_08_SE_C13.pdf
mark leeds
CC BY-SA 4.0
2024-05-26T19:00:00.427Z
2024-05-26T19:10:32.040Z
2024-05-26T19:10:32.040Z
Richard Hardy
<p>What is the formula for finding the minimum distance estimator and how does it differ from GMM? Also, do you know of any good resources on MD? Can't find any besides my textbook. Thanks!</p>

CC BY-SA 4.0
2024-05-26T18:42:40.660Z
What is your textbook?
Richard Hardy
<econometrics><reference-request><statistics>
References for minimum distance estimator
GraceLynn87
# References for minimum distance estimator

(Asked by: username_0 on 2024-05-26)

What is the formula for finding the minimum distance estimator and how does it differ from GMM? Also, do you know of any good resources on MD? Can't find any besides my textbook. Thanks!

**Tags:** econometrics, reference-request, statistics

> **Comments:**
> **username_1**: What is your textbook?  

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## 1 answers

### Answer by username_1 on 2024-05-26. Score: 1

I cannot tell what the difference between minimum distance estimator (MDE) and GMM is, but there is some discussion of MDE and some further references in

1. chapters 8 and 9 of Hansen ["Econometrics"](https://press.princeton.edu/books/hardcover/9780691235899/econometrics) (2022),
2. chapter 13 of Greene [Econometric Analysis](https://pages.stern.nyu.edu/%7Ewgreene/Text/econometricanalysis.htm) (8th edition) and
3. chapter 14 of Wooldridge ["Econometric Analysis of Cross Section and Panel Data"](https://mitpress.mit.edu/9780262232586/econometric-analysis-of-cross-section-and-panel-data/) (2nd edition)

> **Comments:**
> **username_2**: This is a handy pdf of the second suggestion of richard above. https://pages.stern.nyu.edu/~wgreene/Text/Edition8/PDF/M13_GREE1366_08_SE_C13.pdf  

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