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

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

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

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

Large Sample Properties of Generalized Method of Moments Estimators

Econometrica ◽  
1982 ◽  
Vol 50 (4) ◽  
pp. 1029 ◽  
Author(s):  
Lars Peter Hansen
Keyword(s):  
Method Of Moments ◽  
Generalized Method Of Moments ◽  
Large Sample ◽  
Moments Estimators

Proofs for large sample properties of generalized method of moments estimators

2012 ◽  
Vol 170 (2) ◽  
pp. 325-330 ◽  
Author(s):  
Lars Peter Hansen
Keyword(s):  
Method Of Moments ◽  
Generalized Method Of Moments ◽  
Large Sample ◽  
Moments Estimators

Asymptotic Efficiency and Some Quasi-Method of Moments Estimators

1977 ◽  
Author(s):  
Robert R. Read
Keyword(s):  
Method Of Moments ◽  
Asymptotic Efficiency ◽  
Moments Estimators
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