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2. Generalized method of moments - Wikipedia

   en.wikipedia.org/wiki/Generalized_method_of_moments

   In econometrics and statistics, 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 models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.

3. Generalized estimating equation - Wikipedia

   en.wikipedia.org/wiki/Generalized_estimating...

   1.1 Relationship with Generalized Method of Moments. 2 Computation. 3 See also. ... Download as PDF; Printable version; ... in the sample. Examples of variance ...

4. Method of simulated moments - Wikipedia

   en.wikipedia.org/wiki/Method_of_simulated_moments

   In econometrics, the method of simulated moments (MSM) (also called simulated method of moments [1]) is a structural estimation technique introduced by Daniel McFadden. [2] It extends the generalized method of moments to cases where theoretical moment functions cannot be evaluated directly, such as when moment functions involve high-dimensional integrals.

5. Optimal instruments - Wikipedia

   en.wikipedia.org/wiki/Optimal_instruments

   To estimate parameters of a conditional moment model, the statistician can derive an expectation function (defining "moment conditions") and use the generalized method of moments (GMM). However, there are infinitely many moment conditions that can be generated from a single model; optimal instruments provide the most efficient moment conditions.

6. Extremum estimator - Wikipedia

   en.wikipedia.org/wiki/Extremum_estimator

   Download as PDF; Printable version; ... Generalized method of moments estimator is defined through the objective function ^ ... "Large sample estimation and ...

7. Method of moments (statistics) - Wikipedia

   en.wikipedia.org/wiki/Method_of_moments_(statistics)

   An example application of the method of moments is to estimate polynomial probability density distributions. In this case, an approximating polynomial of order is defined on an interval [,]. The method of moments then yields a system of equations, whose solution involves the inversion of a Hankel matrix. [2]

8. Category:Moment (mathematics) - Wikipedia

   en.wikipedia.org/wiki/Category:Moment_(mathematics)

   Print/export Download as PDF; Printable version; In other projects Wikimedia Commons; ... Generalized method of moments; H. Hamburger moment problem;

9. Method of moments - Wikipedia

   en.wikipedia.org/wiki/Method_of_moments

   Method of moments (electromagnetics), a numerical method in electromagnetics, also referred to as boundary element method in other fields; Method of moments (statistics), a method of parameter estimation in statistics; Method of moments (probability theory), a way of proving convergence in distribution in probability theory; Second moment ...