Method of moments

Results: 251



#Item
81Econometrics / Statistical models / Generalized method of moments / Normal distribution / Parametric model / Estimator / Statistics / Estimation theory / Statistical inference

Asymptotic E¢ ciency of Semiparametric Two-step GMM1 Daniel Ackerberg2 Xiaohong Chen3

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Source URL: ias.ust.hk

Language: English - Date: 2014-05-21 05:32:03
82Econometrics / Regression analysis / Robust statistics / Semiparametric model / Estimator / Non-parametric statistics / Generalized method of moments / M-estimator / Semiparametric regression / Statistics / Estimation theory / Statistical inference

Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects Liangjun Su Singapore Management University

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Source URL: ias.ust.hk

Language: English - Date: 2014-05-21 05:23:12
83Economics / Estimation theory / Network theory / Networks / Centrality / Instrumental variable / Generalized method of moments / Statistical hypothesis testing / Errors-in-variables models / Statistics / Econometrics / Regression analysis

RESEARCH ARTICLE KNOW YOURSELF AND KNOW YOUR ENEMY: AN ANALYSIS OF FIRM RECOMMENDATIONS AND CONSUMER REVIEWS IN A COMPETITIVE ENVIRONMENT Wael Jabr

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Source URL: www.misq.org

Language: English - Date: 2014-07-14 15:21:12
84Estimation theory / Parametric statistics / Normal distribution / Sharpe ratio / T-statistic / Delta method / Generalized method of moments / Variance / Standard deviation / Statistics / Econometrics / Data analysis

DataMIneIt ©J.D. Opdyke Comparing Sharpe Ratios: So Where are the p-values? J.D. Opdyke, DataMineIt

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Source URL: www.datamineit.com

Language: English - Date: 2008-06-09 08:40:13
85Maximum likelihood / Linear least squares / Variance / Normal distribution / M-estimator / Estimator / Fisher information / Linear regression / Statistics / Estimation theory / Generalized method of moments

Microsoft Word - Griffiths_Gmm_Feb[removed]docx

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:30
86Econometrics / EViews / Vector autoregression / Forecasting / Generalized method of moments / Data analysis / Simulation / Statistics / Econometrics software / Time series analysis

shutterstock_7700304#D7B143_FINALv5

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Source URL: www.msmiami.com

Language: English - Date: 2014-08-14 01:00:32
87Linear regression / Heteroscedasticity / Generalized method of moments / Instrumental variable / Least squares / Vector autoregression / Quantile regression / Generalized least squares / Gauss–Markov theorem / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c °2000, 20151

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2015-01-16 17:57:40
88Markov models / Cluster analysis / Machine learning / Mixture model / Expectation–maximization algorithm / Hidden Markov model / Maximum likelihood / Matrix multiplication / Independent component analysis / Statistics / Estimation theory / Statistical models

JMLR: Workshop and Conference Proceedings vol:1–36, 2012 25th Annual Conference on Learning Theory A Method of Moments for Mixture Models and Hidden Markov Models

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Source URL: newport.eecs.uci.edu

Language: English - Date: 2012-05-22 10:47:20
89Econometrics / Statistical inference / Regression analysis / Estimator / Consistent estimator / Asymptotic theory / Generalized method of moments / Efficient estimator / Maximum likelihood / Statistics / Estimation theory / Statistical theory

Large Sample Properties of Generalized Method of Moments Estimators Author(s): Lars Peter Hansen Reviewed work(s): Source: Econometrica, Vol. 50, No. 4 (Jul., 1982), pp[removed]Published by: The Econometric Society St

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Source URL: teach.business.uq.edu.au

Language: English - Date: 2015-02-05 22:25:33
90Econometrics / Statistical inference / Parametric statistics / Linear regression / Ordinary least squares / Maximum likelihood / Generalized method of moments / Estimator / Least squares / Statistics / Estimation theory / Regression analysis

Working Paper/Document de travail[removed]A New Linear Estimator for Gaussian Dynamic Term Structure Models by Antonio Diez de los Rios

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Source URL: www.bankofcanada.ca

Language: English - Date: 2013-04-22 13:50:03
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