the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models. Usually it is applied in the context of semiparametric...
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statistics, the method of moments is a method of estimation of population parameters. The same principle is used to derive higher moments like skewness...
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In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation...
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estimation technique introduced by Daniel McFadden. It extends the generalized method of moments to cases where theoretical moment functions cannot be evaluated...
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Arellano–Bond estimator (category Analysis of variance)
econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data. It was proposed in 1991 by...
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Ordinary least squares (redirect from Standard error of the equation)
In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with...
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GMM may refer to: Generalized method of moments, an econometric method GMM Grammy, a Thai entertainment company Gaussian mixture model, a statistical probabilistic...
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chain Monte Carlo (MCMC) Maximum a posteriori (MAP) Method of moments, generalized method of moments Minimum mean squared error (MMSE) Particle filter Pitman...
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Lars Peter Hansen (category Members of the United States National Academy of Sciences)
Prize in Economics. Hansen is best known for his work on the generalized method of moments, he is also a distinguished macroeconomist, focusing on the...
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Point estimation (section Method of moments (MOM))
equations we get the method of moment estimators (or estimates) as mr = 1/n ΣXir. See also generalized method of moments. In the method of least square, we...
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ISBN 0-521-32570-6. Hansen, Lars Peter (1982). "Large Sample Properties of Generalized Method of Moments Estimators". Econometrica. 50 (4): 1029–1054. doi:10.2307/1912775...
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Maximum likelihood estimation (redirect from Method of maximum likelihood)
from a single sample, using a chi-squared distribution Generalized method of moments: methods related to the likelihood equation in maximum likelihood...
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Whitney K. Newey (category Fellows of the American Academy of Arts and Sciences)
to 2016, he was also the chair of economics. Specification testing and estimation using a generalized method of moments Nonparametric functional estimation...
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Semiparametric model (category Mathematical and quantitative methods (economics))
method of moments Bickel, P. J.; Klaassen, C. A. J.; Ritov, Y.; Wellner, J. A. (2006), "Semiparametrics", in Kotz, S.; et al. (eds.), Encyclopedia of...
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The generalized normal distribution (GND) or generalized Gaussian distribution (GGD) is either of two families of parametric continuous probability distributions...
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The method of moments (MoM), also known as the moment method and method of weighted residuals, is a numerical method in computational electromagnetics...
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Instrumental variables estimation (redirect from Random and fixed effects instrumental variables methods)
of interest, so that Z is a T × M matrix with M > K. This is often called the over-identified case. In this case, the generalized method of moments (GMM)...
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Steve Bond (economist) (category Fellows of Nuffield College, Oxford)
financial behaviour of firms. Together with Manuel Arellano, he developed the Arellano–Bond estimator, a widely used generalized method of moments estimator for...
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function of the distribution from where the observations are drawn. This objective function is called the log-likelihood function. Generalized method of moments...
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Econometrics (section Methods)
estimation techniques such as maximum likelihood estimation, generalized method of moments, or generalized least squares are used. Estimators that incorporate...
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Structural estimation (category Estimation methods)
matter. Parameters of such models are estimated not with regression analysis but non-linear techniques such as generalized method of moments, maximum likelihood...
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Estimating equations (category Estimation methods)
equations Method of moments (statistics) Generalized method of moments Maximum likelihood Empirical likelihood Dodge, Y. (2003). Oxford Dictionary of Statistical...
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that is alternative to the maximum likelihood framework, the Generalized Method of Moments, relies on orthogonality conditions. In particular, the Ordinary...
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Generalized linear model Generalized logistic distribution Generalized method of moments Generalized multidimensional scaling Generalized multivariate log-gamma...
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Jerry A. Hausman (category Fellows of the Econometric Society)
treatment of differences in earnings and ability (Ph.D.). MIT. Retrieved 21 January 2017. Specification testing and estimation using a generalized method of moments...
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Heteroskedasticity-consistent standard errors (category Simultaneous equation methods (econometrics))
also features improved efficiency properties. Delta method Generalized least squares Generalized estimating equations Weighted least squares, an alternative...
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Isaiah Andrews (category MIT School of Humanities, Arts, and Social Sciences alumni)
of weak instruments in estimating dynamic stochastic general equilibrium models and other economic models that employ nonlinear Generalized Method of...
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Sciences, officially the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (Swedish: Sveriges riksbanks pris i ekonomisk vetenskap till...
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RATS (software) (redirect from Regression analysis of time series)
seemingly unrelated regressions. Non-linear systems estimation. Generalized Method of Moments. Maximum likelihood estimation. Simultaneous equation systems...
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Denis Sargan (category Academics of the London School of Economics)
Academy of Arts and Sciences. His influence on econometric methodology is evident in several fields including in the development of Generalized Method of Moments...
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