Generalized method of moments

Results: 219



#Item
61Variance / Missing data / Generalized method of moments / M-estimator / Sample mean and sample covariance / Identifiability / Consistent estimator / Covariance / Statistics / Estimation theory / Sampling

Journal of Econometrics, forthcoming. An Econometric Method of Correcting for Unit Nonresponse Bias in Surveys Anton Korinek, Johan A. Mistiaen and Martin Ravallion1

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Source URL: siteresources.worldbank.org

Language: English - Date: 2006-04-17 13:50:34
62Econometrics / Statistical inference / Regression analysis / Estimator / Maximum likelihood / Generalized method of moments / Heteroscedasticity / Efficiency / Robust statistics / Statistics / Estimation theory / Statistical theory

20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Robust estimation based on the first- and third-moment restrictions of the power transformati

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-11-19 22:06:53
63Maximum likelihood / Mixture model / Bayes estimator / Expectation–maximization algorithm / Gamma distribution / M-estimator / Log-normal distribution / Normal distribution / Estimator / Statistics / Estimation theory / Generalized method of moments

Microsoft Word - GMM Estimation Mixture 4 June 2012.docx

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:20:06
64Econometrics / 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
65Econometrics / 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
66Economics / 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
67Estimation 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
68Maximum 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
69Econometrics / 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
70Linear 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
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