财经节析里有一个视频就是讲GMM的,链接是https://v.youku.com/v_show/id_XMzU0MDcyMTYxNg==.html?spm=a2h1n.8251843.playList.5!13~1!2~3~A&f=51601141&o=1
https://v.youku.com/v_show/id_XMzU0MDc4NTM1Ng==.html?spm=a2h1n.8251843.playList.5!14~1!2~3~A&f=51601141&o=1
https://v.youku.com/v_show/id_XMzU0MDg0MDYwMA==.html?spm=a2h1n.8251843.playList.5!15~1!2~3~A&f=51601141&o=1
分别是差分GMM,系统GMM,长面板GMM
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