Method of moments

Results: 251



#Item
191Statistics / Statistical forecasting / Macroeconomics / Economic forecasting / Rational expectations / Forecast error / Generalized method of moments / Forecasting / Instrumental variable / Economics / Econometrics / Estimation theory

Discussion of “The Role of Expectations in Inflation Dynamics” James H. Stock Department of Economics, Harvard University and the NBER 1.

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Source URL: www.ijcb.org

Language: English - Date: 2012-02-06 09:45:00
192Econometrics / Statistical theory / Statistical inference / Dynamic stochastic general equilibrium / Vector autoregression / Maximum likelihood / Prior probability / Bayesian inference / Generalized method of moments / Statistics / Bayesian statistics / Estimation theory

Estimating the Parameters of a Small Open Economy DSGE Model: Indentifiability and Inferential Validity

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-11-19 16:40:54
193Econometrics / Estimation theory / Generalized method of moments

GMM Summer Summit June 17, 2014 Working Agenda 8:30a – 9:10a 9:10a – 9:30a

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Source URL: opi.mt.gov

Language: English - Date: 2014-06-10 15:50:09
194Econometrics / Maximum likelihood / Statistical theory / Generalized method of moments / Statistics / Estimation theory / M-estimators

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2005-06-08 16:26:03
195Estimator / Generalized method of moments / Poisson distribution / Normal distribution / Method of moments / M-estimator / Quasi-likelihood / Gamma distribution / Fisher information / Statistics / Estimation theory / Maximum likelihood

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Source URL: www.federalreserve.gov

Language: English - Date: 2000-10-26 11:29:00
196Econometrics / M-estimators / Statistical inference / Generalized method of moments / Maximum likelihood / Linear least squares / Estimator / Instrumental variable / Spectral density / Statistics / Estimation theory / Regression analysis

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:41:49
197Statistical theory / Regression analysis / Econometrics / Generalized method of moments / Estimator / Maximum likelihood / Instrumental variable / Least squares / Point estimation / Statistics / Estimation theory / Statistical inference

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:46:32
198Parametric statistics / Statistical theory / M-estimators / Asymptotic theory / Linear regression / Regression analysis / Estimator / T-statistic / Generalized method of moments / Statistics / Estimation theory / Econometrics

Essays on Weak Identi…cation and Cointegrating Rank Selection A Dissertation Presented to the Faculty of the Graduate School of

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Source URL: www.amstat.org

Language: English - Date: 2011-08-19 07:10:40
199Interpolation / Number theorists / Computational science / Areas of mathematics / Applied mathematics / Mathematical analysis / Iterative method / Polynomial interpolation / Celestial mechanics / Mathematics / Numerical analysis / Science

Key Moments in the History of Numerical Analysis Michele Benzi Department of Mathematics and Computer Science

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Source URL: history.siam.org

Language: English - Date: 2010-02-04 17:28:11
200Financial economics / Random walk model of consumption / Beta / Instrumental variable / Heteroscedasticity / Fama–French three-factor model / Elasticity of intertemporal substitution / Equity premium puzzle / Generalized method of moments / Economics / Statistics / Econometrics

Essays on Consumption and Expected Returns A thesis presented by Motohiro Yogo to

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Source URL: www.amstat.org

Language: English - Date: 2005-08-19 11:29:58
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