Generalized method of moments - PDFSEARCH.IO - Document Search Engine

Generalized method of moments
Results: 219

#	Item
11	Journal of Multivariate Analysis–167 Contents lists available at ScienceDirect Journal of Multivariate Analysis journal homepage: www.elsevier.com/locate/jmva Add to Reading List Source URL: my.unil.ch Language: English Estimation theory Statistics M-estimators Maximum likelihood estimation Statistical theory Estimator Parametric model Fisher information Confidence interval Generalized method of moments Likelihood function Copula
12	Universit` a della Svizzera Italiana Faculty of Economics PhD Program Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2013-11-18 08:14:38 Estimation 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
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 Add to Reading List 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14	{Preliminary – please do not quote} IDENTIFICATION OF COEFFICIENTS IN A QUADRATIC MOVING AVERAGE PROCESS USING THE GENERALIZED METHOD OF MOMENTS Richard A. Ashley Add to Reading List Source URL: ashleymac.econ.vt.edu Language: English - Date: 2006-05-02 18:57:52
15	Supplement to "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection": Additional Appendices Add to Reading List Source URL: www.vcharite.univ-mrs.fr Language: English - Date: 2012-11-26 08:17:00 Estimation theory Econometrics Generalized method of moments
16	Identification and estimation of Gaussian affine term structure models Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2014-07-23 16:53:53 Maximum 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
17	A simple block bootstrap for asymptotically normal out-of-sample test statistics Gray Calhoun∗ Iowa State University Add to Reading List Source URL: gray.clhn.org Language: English - Date: 2015-07-10 00:29:48 Econometrics Estimation theory Hypothesis testing Resampling Bootstrapping T-statistic M-estimator Instrumental variable Generalized method of moments Statistics Statistical inference Statistical tests
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) Add to Reading List Source URL: www.cemfi.es Language: English - Date: 2015-01-09 11:36:39
19	Ghostscript wrapper for C:rstumentspsjginal-1.pdf Add to Reading List Source URL: ageconsearch.umn.edu Language: English - Date: 2011-09-29 14:45:52 Estimation theory Heteroscedasticity-consistent standard errors Generalized method of moments Linear regression Instrumental variable Estimator Heteroscedasticity T-statistic Maximum likelihood Statistics Econometrics Regression analysis
20	Recent Improvements in the CUED CTS SU System M. Tomalin and P.C. Woodland 19th MarchCambridge University Add to Reading List Source URL: mi.eng.cam.ac.uk Language: English - Date: 2005-04-28 06:00:04 Sulm Econometrics Estimation theory Generalized method of moments