Generalized method of moments

Results: 219



#Item
21Estimation theory / Ordinary least squares / Instrumental variable / Generalized method of moments / Fixed effects model / Estimator / Covariance / Least squares / Variance / Statistics / Regression analysis / Econometrics

Linear panel data models: lecture 2 Last lecture 1. Prerequisites for the course: OLS and GLS 2. Panels, pseudo panels (time series of cross-sections)

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Source URL: members.chello.nl

Language: English - Date: 2006-07-05 02:58:44
22Statistical theory / Regression analysis / Statistical inference / Estimator / Instrumental variable / Generalized method of moments / M-estimator / Maximum likelihood / Vector autoregression / Statistics / Estimation theory / Econometrics

Modelling Optimal Instrumental Variables for Dynamic Panel Data Models Manuel Arellano∗ CEMFI, Madrid Abstract

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Source URL: www.cemfi.es

Language: English - Date: 2012-04-13 04:43:56
23M-estimator / Extremum estimator / Maximum likelihood / Bayes estimator / Loss function / Sufficient statistic / Generalized method of moments / Parametric model / Estimator / Statistics / Estimation theory / Statistical theory

The ABC of Simulation Estimation with Auxiliary Statistics Jean-Jacques Forneron∗ Serena Ng† arXiv:1501.01265v2 [stat.ME] 3 Mar 2015

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Source URL: arxiv.org

Language: English - Date: 2015-03-03 21:47:23
24Statistical classification / Support vector machine / Generalized method of moments / Linux kernel / Kernel / Arabic language / Dialect / Function / Languages of Africa / Languages of Asia / Mathematics

Dialect and Accent Recognition using Phonetic-Segmentation Supervectors Fadi Biadsy*, Julia Hirschberg*, Daniel P. W. Ellis† *Department of Computer Science, Columbia University, New York, NY, USA {fadi,julia}@cs.colum

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Source URL: www.cs.columbia.edu

Language: English - Date: 2011-09-19 16:17:41
25Regression analysis / Economics / Generalized method of moments / Identifiability / Instrumental variable / Errors-in-variables models / Estimation theory / Econometrics / Statistics

Journal of Econometrics–280 Contents lists available at SciVerse ScienceDirect Journal of Econometrics journal homepage: www.elsevier.com/locate/jeconom

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Source URL: www.cemfi.es

Language: English - Date: 2015-01-12 04:13:03
26Hidden Markov model / Kalman filter / Markov chain / Mixture model / Expectation–maximization algorithm / Maximum likelihood / Generalized method of moments / Dynamical system / Matrix / Statistics / Markov models / Estimation theory

Linear Gaussian Models for Speech Recognition Antti-Veikko Ilmari Rosti Wolfson College May 2004

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Source URL: svr-www.eng.cam.ac.uk

Language: English - Date: 2007-11-16 07:17:08
27Economics / Estimation theory / Parametric statistics / Simultaneous equation methods / Instrumental variable / Ordinary least squares / Linear regression / Stata / Generalized method of moments / Statistics / Econometrics / Regression analysis

Microsoft Word - Response to Ciccone

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Source URL: www.nyudri.org

Language: English - Date: 2013-06-07 15:43:52
28Econometrics / Generalized method of moments / Linear least squares / Linear regression / Estimator / Least squares / Variance / M-estimator / Covariance / Statistics / Regression analysis / Estimation theory

3. The Generalized Method of Moments The Generalized Method of Moments, as the name suggest, can be thought of just as a generalization of the classical MM. A key in the GMM is a set of population moment conditions that

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Source URL: lipas.uwasa.fi

Language: English - Date: 2009-11-16 04:15:50
29Regression analysis / Instrumental variable / Linear regression / Kernel regression / Efficient estimator / Generalized method of moments / Statistics / Econometrics / Estimation theory

Semiparametric Efficiency in Nonlinear LATE Models HAN HONG and DENIS NEKIPELOV1 This version: October 2008 Key words: Semiparametric efficiency bound, local treatment effect, FTP, child achievement, unemployment benefit

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Source URL: web.stanford.edu

Language: English - Date: 2010-12-02 19:46:16
30Generalized method of moments / Mixture model / Variance / Normal distribution / Expectation–maximization algorithm / Statistics / Estimation theory / Maximum likelihood

➠ ➡ SPECTRAL CONVERSION BASED ON MAXIMUM LIKELIHOOD ESTIMATION CONSIDERING GLOBAL VARIANCE OF CONVERTED PARAMETER Tomoki Toda†‡ , Alan W Black† , Keiichi Tokuda‡

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Source URL: www.cs.cmu.edu

Language: English - Date: 2005-02-24 15:57:00
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