momentfit (Q100569): Difference between revisions
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Property / last update: 12 August 2022 / rank | |||||||||||||||
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Property / author: Pierre Chausse / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank | |||||||||||||||
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Property / cites work: Alternative Semi‐parametric Likelihood Approaches to Generalised Method of Moments Estimation / rank | |||||||||||||||
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Property / cites work: Empirical likelihood methods with weakly dependent processes / rank | |||||||||||||||
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Property / cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators / rank | |||||||||||||||
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Property / cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias / rank | |||||||||||||||
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publication date: 31 January 2020
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publication date: 28 May 2020
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publication date: 7 November 2020
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publication date: 5 June 2023
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Property / maintained by: Pierre Chausse / rank | |||||||||||||||
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5 June 2023
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Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>). | |||||||||||||||
Property / description: Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>). / rank | |||||||||||||||
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Property / author: Pierre Chausse / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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software version identifier: ≥ 3.0.0 | |||||||||||||||
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Property / cites work | |||||||||||||||
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank | |||||||||||||||
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Property / cites work | |||||||||||||||
Property / cites work: Alternative Semi‐parametric Likelihood Approaches to Generalised Method of Moments Estimation / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Empirical likelihood methods with weakly dependent processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:56, 12 March 2024
Methods of Moments
Language | Label | Description | Also known as |
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English | momentfit |
Methods of Moments |
Statements
5 June 2023
0 references
Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).
0 references
expanded from: GPL (≥ 2) (English)
0 references
0 references