A separability result for gmm estimation, with applications to gls prediction and conditional moment tests
证明了广义矩估计中增加等量的矩条件和额外参数不会改变估计结果，并给出了在GLS预测和条件矩检验中的应用例子。
Generalized method of moments estimates are unaffected by the addition of equal numbers of moment conditions and extra parameters. We prove thisresult and give examples of its use.