Results 251 to 260 of about 34,083 (292)

Generalized Method of Moments Estimation

2008
Generalized 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), 2014
When 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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On a Generalized-Moments Method

1987
The 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

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 and Macroeconomics

Journal of Business & Economic Statistics, 2002
We 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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Generalized Method of Moments

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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Implementation of Generalized Method of Moments

2009 IEEE Antennas and Propagation Society International Symposium, 2009
In 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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Generalized Method of Moments

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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Generalized method of moment estimation

2011
The generalized method of moments (GMM) was introduced by Hansen in 1982. It is of great importance in econometrics because it provides a unified framework for the analysis of many well-known estimators, such as least squares, instrumental variables (IV), and maximum likelihood (ML).
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Generalized Method of Moments

Journal of the American Statistical Association, 2006
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