Finite Sample Properties Of Some Alternative Generalized Method Of Moments Estimators
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Finite Sample Properties Of Some Alternative Gmm Estimators
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Author : Lars Peter Hansen
language : en
Publisher: Andesite Press
Release Date : 2017-08-24
Finite Sample Properties Of Some Alternative Gmm Estimators written by Lars Peter Hansen and has been published by Andesite Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-24 with History categories.
This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Generalized Method Of Moments Estimation
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Author : Laszlo Matyas
language : en
Publisher: Cambridge University Press
Release Date : 1999-04-13
Generalized Method Of Moments Estimation written by Laszlo Matyas and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-04-13 with Business & Economics categories.
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.
Papers In Itjemast 11 7 2020
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Author :
language : en
Publisher: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
Release Date :
Papers In Itjemast 11 7 2020 written by and has been published by International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies this book supported file pdf, txt, epub, kindle and other format this book has been release on with Technology & Engineering categories.
International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies publishes a wide spectrum of research and technical articles as well as reviews, experiments, experiences, modelings, simulations, designs, and innovations from engineering, sciences, life sciences, and related disciplines as well as interdisciplinary/cross-disciplinary/multidisciplinary subjects. Original work is required. Article submitted must not be under consideration of other publishers for publications.
Palgrave Handbook Of Econometrics
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Author : Terence C. Mills
language : en
Publisher: Springer
Release Date : 2009-06-25
Palgrave Handbook Of Econometrics written by Terence C. Mills and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-25 with Business & Economics categories.
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Identification And Inference For Econometric Models
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Author : Donald W. K. Andrews
language : en
Publisher: Cambridge University Press
Release Date : 2005-07-04
Identification And Inference For Econometric Models written by Donald W. K. Andrews and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-07-04 with Business & Economics categories.
This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.
The New Palgrave Dictionary Of Economics
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Author :
language : en
Publisher: Springer
Release Date : 2016-05-18
The New Palgrave Dictionary Of Economics written by and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-18 with Law categories.
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Modern Series Methods In Econometrics And Statistics
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Author : Chaohua Dong
language : en
Publisher: Springer Nature
Release Date : 2025-04-22
Modern Series Methods In Econometrics And Statistics written by Chaohua Dong and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-22 with Business & Economics categories.
This book introduces modern series methods with a focus on applications in econometrics and statistics. It explores how new orthogonal series techniques can address challenges in model building and estimation, particularly for variables with unbounded support, nonparametric nonstationary data, and high-dimensional models. By extending traditional series methods, which are typically limited to variables with bounded supports, this book provides tools to tackle emerging problems in econometrics and statistics effectively. The book is organized into the following key parts. Part one provides the mathematical foundation for modern series methods, offering the theoretical background needed for their application. Part two introduces fundamental econometric concepts, including conditional expectations and regression models, within the context of modern series techniques. The last part, part four examines advanced topics, such as the connections between series methods and generalized functions, and compares series methods with kernel methods, highlighting their respective strengths and use cases. With a balanced mix of theory and practical insights, this book is ideal for researchers, practitioners, and students looking to deepen their understanding of series methods and their applications in econometrics, statistics, and related fields.
Handbook Of Research Methods And Applications In Empirical Macroeconomics
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Author : Nigar Hashimzade
language : en
Publisher: Edward Elgar Publishing
Release Date : 2013-01-01
Handbook Of Research Methods And Applications In Empirical Macroeconomics written by Nigar Hashimzade and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Business & Economics categories.
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
Essays In Honor Of Jerry Hausman
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Author : Badi H. Baltagi
language : en
Publisher: Emerald Group Publishing
Release Date : 2012-12-17
Essays In Honor Of Jerry Hausman written by Badi H. Baltagi and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-17 with Business & Economics categories.
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Econometric Modelling With Time Series
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Author : Vance Martin
language : en
Publisher: Cambridge University Press
Release Date : 2013
Econometric Modelling With Time Series written by Vance Martin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"-- publisher.