Sentence examples for generalized method of from inspiring English sources
We describe an intuitive, simple, and systematic approach to generating moment conditions for generalized method of moments (GMM) estimation of the parameters of a structural model.
This paper studies large deviation properties of the generalized method of moments and generalized empirical likelihood estimators for moment restriction models.
The results apply to a class of extremum estimators and corresponding tests and CS's, including maximum likelihood (ML), least squares (LS), quantile, generalized method of moments (GMM), generalized empirical likelihood (GEL), minimum distance (MD), and semi-parametric estimators.
This covers a class of models estimated using maximum likelihood (ML), least squares (LS), quantile, generalized method of moments (GMM), generalized empirical likelihood (GEL), minimum distance (MD), and semi-parametric estimators.
This paper studies moderate deviation behaviors of the generalized method of moments and generalized empirical likelihood estimators for generalized estimating equations, where the number of equations can be larger than the number of unknown parameters.
General large sample results for maximum likelihood; nonlinear least squares; and nonlinear instrumental variables estimators including the generalized method of moments estimator under general conditions.
The proposed bracketing strategy couples estimates generated with the Poisson Pseudo Maximum Likelihood estimator and a Generalized Method of Moments IV estimator of the Poisson or exponential regression model.
"Large Sample Properties of Generalized Method of Moments Estimators".
"Generalized method of moments estimation" in The New Palgrave Dictionary of Economics.Hansen, L. P. (1982).
The estimation of the CBPS is done within the generalized method-of-moments or empirical likelihood framework.
In particular, I will assume familiarity with dynamic asset pricing theory, at the level of F622; and large-sample theory for least-squares, generalized method-of-moments, and maximum likelihood estimation methods.
