Extremum Estimators and Method-of-Moments Estimators

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models ◽

10.1007/978-1-4757-2550-6_3 ◽

1996 ◽

pp. 25-40

Author(s):

Myoung-jae Lee

Keyword(s):

Method Of Moments ◽

Moments Estimators

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Bias-corrected method of moments estimators for dynamic panel data models

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.07.001 ◽

2021 ◽

Author(s):

Jörg Breitung ◽

Sebastian Kripfganz ◽

Kazuhiko Hayakawa

Keyword(s):

Panel Data ◽

Method Of Moments ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Moments Estimators

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The Nexus between Access to Energy, Poverty Reduction and Pm2.5 in Sub-Saharan Africa: New Evidence from the Generalized Method of Moments Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.3990873 ◽

2021 ◽

Author(s):

Emrah Koçak ◽

Bekir Celik

Keyword(s):

Method Of Moments ◽

Poverty Reduction ◽

Generalized Method Of Moments ◽

Sub Saharan Africa ◽

Energy Poverty ◽

Sub Saharan ◽

Moments Estimators ◽

New Evidence

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Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

Journal of Business and Economic Statistics ◽

10.1080/07350015.1986.10509537 ◽

1986 ◽

Vol 4 (4) ◽

pp. 397-416 ◽

Cited By ~ 22

Author(s):

George Tauchen

Keyword(s):

Financial Market ◽

Method Of Moments ◽

Structural Parameters ◽

Generalized Method Of Moments ◽

Statistical Properties ◽

Market Data ◽

Moments Estimators

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Method of Moments Estimators and Multi–step MLE for Poisson Processes

Journal of Contemporary Mathematical Analysis ◽

10.3103/s1068362318040064 ◽

2018 ◽

Vol 53 (4) ◽

pp. 237-246

Author(s):

A. S. Dabye ◽

A. A. Gounoung ◽

Yu. A. Kutoyants

Keyword(s):

Method Of Moments ◽

Poisson Processes ◽

Moments Estimators

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Large Sample Properties of Generalized Method of Moments Estimators

Econometrica ◽

10.2307/1912775 ◽

1982 ◽

Vol 50 (4) ◽

pp. 1029 ◽

Cited By ~ 6416

Author(s):

Lars Peter Hansen

Keyword(s):

Method Of Moments ◽

Generalized Method Of Moments ◽

Large Sample ◽

Moments Estimators

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SPARSE TENSOR PRODUCT APPROXIMATION FOR A CLASS OF GENERALIZED METHOD OF MOMENTS ESTIMATORS

International Journal for Uncertainty Quantification ◽

10.1615/int.j.uncertaintyquantification.2021037549 ◽

2021 ◽

Author(s):

Alexandros Gilch ◽

Michael Griebel ◽

Jens Oettershagen

Keyword(s):

Tensor Product ◽

Method Of Moments ◽

Generalized Method Of Moments ◽

Tensor Product Approximation ◽

Moments Estimators

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Proofs for large sample properties of generalized method of moments estimators

Journal of Econometrics ◽

10.1016/j.jeconom.2012.05.008 ◽

2012 ◽

Vol 170 (2) ◽

pp. 325-330 ◽

Cited By ~ 14

Author(s):

Lars Peter Hansen

Keyword(s):

Method Of Moments ◽

Generalized Method Of Moments ◽

Large Sample ◽

Moments Estimators

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Asymptotic Efficiency and Some Quasi-Method of Moments Estimators

10.21236/ada039468 ◽

1977 ◽

Author(s):

Robert R. Read

Keyword(s):

Method Of Moments ◽

Asymptotic Efficiency ◽

Moments Estimators

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Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.2263984 ◽

2013 ◽

Author(s):

Seojeong Jay Lee

Keyword(s):

Method Of Moments ◽

Generalized Method Of Moments ◽

Moments Estimators

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PRACTITIONERS CORNER: Post-Sample Prediction Tests for Generalized Method of Moments Estimators

Oxford Bulletin of Economics and Statistics ◽

10.1111/j.1468-0084.1989.mp51003007.x ◽

2009 ◽

Vol 51 (3) ◽

pp. 333-343 ◽

Cited By ~ 22

Author(s):

Dennis Hoffman ◽

Adrian Pagan

Keyword(s):

Method Of Moments ◽

Generalized Method Of Moments ◽

Moments Estimators

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