Generalized method of moments

Results: 219



#Item
11Estimation theory / Statistics / M-estimators / Maximum likelihood estimation / Statistical theory / Estimator / Parametric model / Fisher information / Confidence interval / Generalized method of moments / Likelihood function / Copula

Journal of Multivariate Analysis–167 Contents lists available at ScienceDirect Journal of Multivariate Analysis journal homepage: www.elsevier.com/locate/jmva

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Source URL: my.unil.ch

Language: English
12Estimation theory / Econometrics / Regression analysis / Parametric statistics / Fellows of the Econometric Society / Generalized method of moments / Linear regression / Ordinary least squares / Instrumental variable / Maximum likelihood estimation / Heteroscedasticity / Least squares

Universit` a della Svizzera Italiana Faculty of Economics PhD Program

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2013-11-18 08:14:38
13

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators SeoJeong Lee∗† Department of Economics University of Wisconsin-Madison This version: July 2011

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2011-10-10 13:05:42
    14

    {Preliminary – please do not quote} IDENTIFICATION OF COEFFICIENTS IN A QUADRATIC MOVING AVERAGE PROCESS USING THE GENERALIZED METHOD OF MOMENTS Richard A. Ashley

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    Source URL: ashleymac.econ.vt.edu

    Language: English - Date: 2006-05-02 18:57:52
      15Estimation theory / Econometrics / Generalized method of moments

      Supplement to "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection": Additional Appendices

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      Source URL: www.vcharite.univ-mrs.fr

      Language: English - Date: 2012-11-26 08:17:00
      16Maximum likelihood / Dimensional analysis / Parametrization / Ordinary least squares / Vector autoregression / Generalized method of moments / Multivariate normal distribution / Likelihood-ratio test / Fisher information / Statistics / Estimation theory / M-estimator

      Identification and estimation of Gaussian affine term structure models

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      Source URL: faculty.chicagobooth.edu

      Language: English - Date: 2014-07-23 16:53:53
      17Econometrics / Estimation theory / Hypothesis testing / Resampling / Bootstrapping / T-statistic / M-estimator / Instrumental variable / Generalized method of moments / Statistics / Statistical inference / Statistical tests

      A simple block bootstrap for asymptotically normal out-of-sample test statistics Gray Calhoun∗ Iowa State University

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      Source URL: gray.clhn.org

      Language: English - Date: 2015-07-10 00:29:48
      18

      Sargan’s Instrumental Variables Estimation and the Generalized Method of Moments Manuel Arellano CEMFI, 28014 Madrid, Spain (arellano@cemfi.es) This article surveys J. D. Sargan’s work on instrumental variables (IV)

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      Source URL: www.cemfi.es

      Language: English - Date: 2015-01-09 11:36:39
        19Estimation theory / Heteroscedasticity-consistent standard errors / Generalized method of moments / Linear regression / Instrumental variable / Estimator / Heteroscedasticity / T-statistic / Maximum likelihood / Statistics / Econometrics / Regression analysis

        Ghostscript wrapper for C:rstumentspsjginal-1.pdf

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        Source URL: ageconsearch.umn.edu

        Language: English - Date: 2011-09-29 14:45:52
        20Sulm / Econometrics / Estimation theory / Generalized method of moments

        Recent Improvements in the CUED CTS SU System M. Tomalin and P.C. Woodland 19th MarchCambridge University

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        Source URL: mi.eng.cam.ac.uk

        Language: English - Date: 2005-04-28 06:00:04
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