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On a Generalized-Moments Method
1987The continued-fraction technique has been widely used in solid state physics. It provides a useful theoretical framework for calculating the densities of states (of electrons, phonons...) mainly in disordered systems. The continued-fraction coefficients are computed either from the moments of the density of states or more directly by the recursion ...
J. P. Gaspard, Ph. Lambin
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Generalized Method of Moments Estimation
2008Generalized method of moments (GMM) refers to a class of estimators constructed from the sample moment counterparts of population moment conditions (sometimes known as orthogonality conditions) of the data generating model. GMM estimators have become widely used, for the following reasons: 1.
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A penalty method for the Generalized Method of Moments
2014 IEEE Antennas and Propagation Society International Symposium (APSURSI), 2014When the Electric Field Integral Equation is discretized via the Generalized Method of Moments, small current irregularities sometimes appear. We propose a cause for these current deviations and advance a solution based on a Nitsche-type constraint based stabilization method.
D. Dault, B. Shanker
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2017
Generalized method of moments (Hansen, Econometrica, 50, 1029–1054, 1982) is one of the most popular methods in econometric literature. Due to this ground-break work, Hansen was awarded Nobel prize in 2013. The generalized method of moments (henceforth GMM) has become an important unifying framework for inference in econometrics during the last thirty ...
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Generalized method of moments (Hansen, Econometrica, 50, 1029–1054, 1982) is one of the most popular methods in econometric literature. Due to this ground-break work, Hansen was awarded Nobel prize in 2013. The generalized method of moments (henceforth GMM) has become an important unifying framework for inference in econometrics during the last thirty ...
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2013
Generalized Method of Moments (GMM) is a popular method for estimation of statistical models in econometrics. The method exploits the information about the model's parameters in population moment conditions. The versatility of this approach has led to applications in a wide variety of settings, including those with cross-sectional, time series, panel ...
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Generalized Method of Moments (GMM) is a popular method for estimation of statistical models in econometrics. The method exploits the information about the model's parameters in population moment conditions. The versatility of this approach has led to applications in a wide variety of settings, including those with cross-sectional, time series, panel ...
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Generalized Method of Moments and Macroeconomics
Journal of Business & Economic Statistics, 2002We consider the contribution to the analysis of economic time series of the generalized method-of-moments estimator introduced by Hansen. We outline the theoretical contribution, conduct a small-scale literature survey, and discuss some ongoing theoretical research.
Bruce E Hansen, Kenneth D West
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2004
Abstract Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field ...
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Abstract Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field ...
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The Generalized Method of Moments [PDF]
Applied Econometrics, 2007 We continue presenting recent achievements in econometrics not yet widely known to a Russian reader. The generalized method of moments (GMM) was introduced to econometrical research by L. Hansen in his seminal paper in 1982. The GMM is a result of unifying two main approaches to estimating model parameters — method of moments (MM) and generalized least
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Implementation of Generalized Method of Moments
2009 IEEE Antennas and Propagation Society International Symposium, 2009In this paper we have developed a framework to extend the GMM technique to any arbitrary tesselation, both linear and higher order. Further, we have demonstrated that integration rules can be easily derived from those for the triangulations. In a companion paper in this conference, we have presented a set of results obtained using these techniques on ...
N. V. Nair, B. Shanker
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