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This paper studies large deviation properties of the generalized method of moments and generalized empirical likelihood estimators for moment restriction models.
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.
For the first time, boundary integro-differential equations, corresponding to the crack with different magneto-electric properties, are established using the generalized method of potential theory in conjunction with the static general solutions.
We generate a strong convergence theorem for the sequence considered by the generalized method.
Hansen's contribution was in developing statistical models to show how investors priced risk, in particular a new statistical method created in the early 1980s called the Generalized Method of Moments (GMM).
The micromechanical framework based on the generalized method of cells has been employed for this study.
We derived an eighth symmetric formulation of the Generalized Method of Cells for triply periodic microstructures.
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The estimation of the CBPS is done within the generalized method-of-moments or empirical likelihood framework.
The lead lag relationship between the futures market during the NCT period and the cash market during its opening period is first investigated by the generalized methods of moments.
Most of the generalized methods require the sectional curvature of Riemannian manifold to be nonpositive.
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