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中山大学岭南学院高级计量经济学课件（I）CH9 Generalized Method of Moments
中山大学岭南学院 高级计量经济学 课件（I） CH9 Generalized Method of Moments
2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH9 Generalized Method of Moments。
The chapter discusses generalized method of moments (GMM) estimation
methods for spatial models. Much of the discussion is on GMM estimation of
Cliff-Ord-type models where spatial interactions are m...
PLUME-MoM 1.0: A new integral model of volcanic plumes based on the method of moments
PLUME-MoM moments
2015/8/11
In this paper a new integral mathematical model
for volcanic plumes, named PLUME-MoM, is presented.
The model describes the steady-state dynamics of a plume
in a 3-D coordinate system, accounting f...
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
adaptive estimation asymptotic equivalence asynchronous ob-servations integrated covolatility matrix quadratic covariation semiparametric eciency,microstructure noise spectral estimation
2013/4/28
An efficient estimator is constructed for the quadratic covariation or integrated covolatility matrix of a multivariate continuous martingale based on noisy and non-synchronous observations under high...
A framework for the analysis of scattering from complex objects using locally smooth surface parametrizations and the generalized method of moments
Generalized method of moments Locally smooth surface parametrizations Integral equations Acoustic scattering
2011/8/5
Abstract: The analysis of acoustic scattering from complex geometries is a problem with wide ranging applications from material evaluation to nondestructive testing, to diagnostic medicine. The abilit...
A semiparametric estimation of copula models based on the method of moments
Moments Copulas Dependence Parametric estimation Archimedean copulas
2011/6/20
Using the classical estimation method of moments, we propose a new semiparametric estima-
tion procedure for multi-parameter copula models. Consistency and asymptotic normality of
the obtained estim...
Bayesian Generalized Method of Moments
Bayesian inference Correlated data Estimation efficiency Generalized linear model
2009/9/24
We propose the Bayesian generalized method of moments(GMM),
which is particularly useful when likelihood-based methods are difficult.Byde-
riving the moments and concatenating them together,we build...
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models
Asymptotic Efficiency Null Intercept Measurement Error Regression Models
2009/9/17
Asymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models。
Method of Moments Solution by Using Sinc-Type Basis Functions for the Scattering from a Finite Number of Conducting Strip Gratings
Moments Solution Sinc-Type Basis Functions Conducting Strip Gratings
2009/7/28
A numerical method of moments (MoM) solution is applied to the electromagnetic scattering from a periodic finite conducting strip array when the incident electromagnetic plane wave E and H polarizatio...
