Results 271 to 280 of about 146,182 (300)
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2001
For both consistency and asymptotic normality of the GMM estimator it is not necessary to assume that \(\hat \theta \) precisely minimizes the GMM objective function (2.1.6). Andrews (1997) points out that for Theorem 2 (consistency) \(\hat \theta \) is required to be within Op(1) of the global minimum and for Theorem 3 (asymptotic normality), \(\hat ...
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For both consistency and asymptotic normality of the GMM estimator it is not necessary to assume that \(\hat \theta \) precisely minimizes the GMM objective function (2.1.6). Andrews (1997) points out that for Theorem 2 (consistency) \(\hat \theta \) is required to be within Op(1) of the global minimum and for Theorem 3 (asymptotic normality), \(\hat ...
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, 2008 A brief introduction to estimating Generalized Method of Moments models in Stata, using the optimize() function in Mata, with applications to nonlinear IV models.
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Optimisation of GMM in speaker recognition
6th International Conference on Spoken Language Processing (ICSLP 2000), 2000Robert P. Stapert +2 more
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GMM Estimation with persistent panel data: an application to production functions
Econometric Reviews, 2000Richard Blundell, Stephen Bond
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Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
Econometrica, 2004Whitney K Newey, Richard J Smith
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GMM estimation of a maximum entropy distribution with interval data
Journal of Econometrics, 2007Ximing Wu, Jeffrey M Perloff
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