Method of moments

Results: 251



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31

Sargan’s Instrumental Variables Estimation and the Generalized Method of Moments Manuel Arellano CEMFI, 28014 Madrid, Spain (arellano@cemfi.es) This article surveys J. D. Sargan’s work on instrumental variables (IV)

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Source URL: www.cemfi.es

Language: English - Date: 2015-01-09 11:36:39
    32

    Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via Simulated Method of Moments∗ Herman J. Bierens† and Hosin Song‡ Department of Economics

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    Source URL: creates.au.dk

    Language: English - Date: 2011-09-21 09:16:02
      33Estimation theory / Heteroscedasticity-consistent standard errors / Generalized method of moments / Linear regression / Instrumental variable / Estimator / Heteroscedasticity / T-statistic / Maximum likelihood / Statistics / Econometrics / Regression analysis

      Ghostscript wrapper for C:rstumentspsjginal-1.pdf

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      Source URL: ageconsearch.umn.edu

      Language: English - Date: 2011-09-29 14:45:52
      34Sulm / Econometrics / Estimation theory / Generalized method of moments

      Recent Improvements in the CUED CTS SU System M. Tomalin and P.C. Woodland 19th MarchCambridge University

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      Source URL: mi.eng.cam.ac.uk

      Language: English - Date: 2005-04-28 06:00:04
      35Estimation 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
      36Statistical 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
      37M-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
      38Statistical 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
      39Regression 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
      40Hidden 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
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