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	NationMaster - Encyclopedia: Method of moments (Site not responding. Last check: 2007-10-22)
		In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc., by equating sample moments with unobservable population moments and then solving those equations for the population moments.
		The first moment, i.e., the expected value, of a random variable with this probability distribution is In probability (and especially gambling), the expected value (or (mathematical) expectation) of a random variable is the sum of the probability of each possible outcome of the experiment multiplied by its payoff (value).
		Estimates by the method of moments may be used as the first approximation to the solutions of the likelihood equations, and successive improved approximations may then be found by the Newton-Raphson method.
	www.nationmaster.com /encyclopedia/Method-of-moments (818 words)

	Method of moments - Wikipedia, the free encyclopedia
		In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc. (which need not be moments), by equating sample moments with unobservable population moments and then solving those equations for the quantities to be estimated.
		In some respects, this method was superseded by Fisher's method of maximum likelihood, because maximum likelihood estimators have higher probability of being close to the quantities to be estimated.
		Estimates by the method of moments may be used as the first approximation to the solutions of the likelihood equations, and successive improved approximations may then be found by the Newton-Raphson method.
	en.wikipedia.org /wiki/Method_of_moments (385 words)

	Generalized method of moments - Wikipedia, the free encyclopedia
		The generalised method of moments is a very general statistical method for obtaining estimates of parameters of statistical models.
		It is a generalization of the method of moments developed by Lars Peter Hansen.
		The idea of the generalized method of moments is to use moment conditions that can be found from the problem with little effort.
	en.wikipedia.org /wiki/Generalized_method_of_moments (219 words)

	NationMaster - Encyclopedia: Generalized method of moments (Site not responding. Last check: 2007-10-22)
		It is a generalization, developed by Lars Peter Hansen, of the method of moments.
		Lars Peter Hansen was the inventor of GMM or the Generalized method of moments.
		In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc. (which need not be moments), by equating sample moments with unobservable population moments and then solving those equations for the quantities to be estimated.
	www.nationmaster.com /encyclopedia/Generalized-method-of-moments (666 words)

	Generalized Method of Moments Estimation (Themes in Modern Econometrics)
		Generalized Method of Moments Estimation (Themes in Modern Econometrics)
		The generalized method of moments (GMM) estimation has emerged over the past decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies.
	www.xmlwriter.net /books/viewbook/Generalized_Method_of_Moments_Estimation_(Themes_in_Modern_Econometrics)-0521669677.html (284 words)

	Generalized Method of Moments Estimation - Cambridge University Press (Site not responding. Last check: 2007-10-22)
		The generalized method of moments (GMM) estimation has emerged over the last decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies.
		Introduction to the generalized method of moments estimation David Harris and László Mátyás; 2.
	www.cambridge.org /catalogue/catalogue.asp?ISBN=0521660130 (353 words)

	[No title]
		The method of maximum likelihood (the term first used by Fisher, 1922a) is a general method of estimating parameters of a population by values that maximize the likelihood (L) of a sample.
		In general, the goal of the analysis is to detect meaningful underlying dimensions that allow the researcher to explain observed similarities or dissimilarities (distances) between the investigated objects.
		The general purpose of multiple regression (the term was first used by Pearson, 1908) is to analyze the relationship between several independent or predictor variables and a dependent or criterion variable.
	www.statsoft.com /textbook/glosm.html (5420 words)

	OUP: Generalized Method of Moments: Hall (Site not responding. Last check: 2007-10-22)
		Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data.
		This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field.
		Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it discusses and proves formally all the main statistical results, and illustrates all inference techniques using empirical examples in macroeconomics and finance.
	www.oup.co.uk /isbn/0-19-877521-0 (398 words)

	EMM: A Program for Efficient Method of Moments
		The Efficient Method of Moments (EMM) is a simulation-based technique for situations where the likelihood is intractable and thus likelihood-based and Bayesian inference are infeasible.
		EMM would be regarded as a minimum chi-square estimator in the statistics literature and as a generalized method of moments (GMM) estimator in the econometrics literature.
		The moment equations of the EMM estimator are based on the score vector of an auxiliary model, termed the score generator.
	www.econ.duke.edu /~get/emm.html (672 words)

	Parameter estimation (Models) \| Business solutions from AllBusiness.com
		Generalized method of moments estimation when a parameter is on a boundary.
		This article establishes the asymptotic distributions of generalized method of moments (GMM) estimators when the true parameter lies on the boundary of the parameter space.
		A semiparametric efficient estimation procedure is developed for the parameters of multivariate generalized autoregressive conditional heteroscedasticity-in-mean models when the disturbances have a conditional distribution assumed...
	www.allbusiness.com /3101295-1.html (953 words)

	SSRN-Generalized Method of Moments for Samples of Unequal Length by Anthony Lynch, Jessica Wachter (Site not responding. Last check: 2007-10-22)
		This paper extends the generalized method of moments technique of Hansen (1982) to cases where moment conditions are observed over different sample periods.
		Common practice is to take the intersection of the sample periods over which the data are observed; the intersection then becomes the sample period for the study and the rest of the data are ignored.
		Lynch, Anthony W. and Wachter, Jessica A., "Generalized Method of Moments for Samples of Unequal Length" (May 19, 2004).
	papers.ssrn.com /sol3/papers.cfm?abstract_id=649422 (419 words)

	Generalized method of moments
		Apart from these criteria the choice of fitting features is essentially subjective and the estimates of certain parameters will, in general, depend greatly upon the set of features used for fitting the model -- a parameter identification problem.
		A further feature of these models in general is that different sets of parameters may yield similar sets of fitted values, leading to multiple minima in the objective function.
		Assessment of the fit of the model to the data is achieved by comparing the predicted values of features not used in the fitting procedure with those of the data.
	www.ucl.ac.uk /Stats/research/Resrprts/rr176/node12.html (403 words)

	Assessing generalized method-of-moments estimates of the federal reserve reaction function. \| Accounting from ...
		This case corresponds to the estimation method adopted by CGG (Table 4, second row), and is considered throughout the article as the baseline estimate.
		For instance, the inflation parameter estimated with continuous-updating GMM decreases from 3.62 with estimator [S.sub.1T] or 3.48 with [S.sub.4T] to 2.72 with [S.sub.2T] and 2.11 with [S.sub.3T].
		Rejection rates are the percentages of the 2,000 replications in which the J statistic exceeds the relevant critical value of the chi-squared distribution, whereas the size-adjusted critical values are defined as the values of the J statistic that are exceeded by the given fraction of the sample J statistic.
	www.allbusiness.com /accounting/135428-1.html (9288 words)

	Article-Analysis of Panel Data
		This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication.
		Focusing on an analysis of models and data that arise from repeated observations of a cross-section of individuals, households or firms, this book also covers important applications within business, economics, education, political science and other social science disciplines.
		This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data.
	www.minihttpserver.net /z_book/A_analysis_of_panel_da-0521522714.htm (1040 words)

	Econ 512 course description
		Hall, A. Generalized Method of Moments, chapter 2.
		Newey, W. "Generalized method of moments specification testing," Journal of Econometrics, 29, 229-256.
		Hall, A. Generalized Method of Moments, chapter 1, sections 1-3; chapter 3; chapter 5; chapter 9.
	faculty.washington.edu /~ezivot/econ583/583syllabus.htm (551 words)

	Amazon.com: Generalized Method of Moments (Advanced Texts in Econometrics): Books: Alastair R. Hall (Site not responding. Last check: 2007-10-22)
		Generalized Method of Moments Estimation (Themes in Modern Econometrics) by Laszlo Matyas
		Generalized Method of Moments (GMM) was first introduced into the econometrics literature by Lars Hansen in 1982.
		Generalized Method of Moments Estimation (Themes in Modern Econometrics) by Laszlo Matyas on page 96, page 126, and page 146
	www.amazon.com /Generalized-Method-Moments-Advanced-Econometrics/dp/0198775202 (718 words)

	Reduced rank regression using generalized method of moments estimators
		Generalized Method of Moments (GMM) Estimators are derived for Reduced Rank Regression Models, the Error Correction Cointegration Model (ECCM) and the Incomplete Simultaneous Equations Model (INSEM).
		The GMM (2SLS) estimators of the cointegrating vector in the ECCM are shown to have normal limiting distributions.
		First, cointegration estimators and tests allowing for structural shifts in the variance (heteroscedasticity) of the series are derived and analyzed using both a Generalized Least Squares Estimator and a White Covariance Matrix Estimator.
	ideas.repec.org /p/dgr/kubcen/199620.html (448 words)

	Generalized Method of Moments Advanced Texts in Econometrics :: Education by Design Store
		Generalized Method of Moments Advanced Texts in Econometrics :: Education by Design Store
		We have brought to you a selection of products like Books : Generalized Method of Moments Advanced Texts in Econometrics along with it's reviews, pictures and related products.
		For more information from Amazon.com about Generalized Method of Moments Advanced Texts in Econometrics...
	www.edbydesign.com /books/0198775202.html (221 words)

	EconPapers: Nonlinear Models and Small Sample Performance of the Generalized Method of Moments (Site not responding. Last check: 2007-10-22)
		Abstract: In this paper I explore the issue of nonlinearity (both in the data generation process and in the functional form that establishes the relationship between the parameters and the data) regarding the poor performance of the Generalized Method of Moments (GMM) in small samples.
		To this purpose I build a sequence of models starting with a simple linear model and enlarging it progressively until I approximate a standard (nonlinear) neoclassical growth model.
		I then use simulation techniques to find the small sample distribution of the GMM estimators in each of the models.
	econpapers.repec.org /paper/upfupfgen/186.htm (223 words)

	Book: Generalized Method of Moments (Advanced Texts in Econometrics) - UsingEnglish.com
		Book: Generalized Method of Moments (Advanced Texts in Econometrics) - UsingEnglish.com
		Home > Shop > Generalized Method of Moments (Advanced Texts in Econometrics)
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	www.usingenglish.com /amazon/us/0198775202.html (109 words)

	Generalized Method of Moments Estimation - Cambridge University Press (Site not responding. Last check: 2007-10-22)
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		Generalized Method of Moments Estimation at Cambridge University Press website
		Thought you'd be interested in this title from Cambridge University Press.
	www.cambridge.org /catalogue/email.asp?isbn=0521669677 (113 words)

	st: generalized method of moments (GMM)
		Anybody has any idea how can I do some GMM estimation in Stata?
		I am aware of the ivreg, ivreg2 and the related tests, but it seems that for applying these things I need to specify the distribution of X + to make tranformations that will result in liniar conditions.
		all right, I may want, but I cannot, because the economic model I'm using as a moment condition is not liniar.
	www.stata.com /statalist/archive/2003-05/msg00487.html (159 words)

	Generalized Method of Moments and Macroeconomics (Site not responding. Last check: 2007-10-22)
		We consider the contribution to the analysis of economic time series of the generalized method of moments estimator introduced by Hansen (1982).
		We outline the theoretical contribution, conduct a small-scale survey and discuss some ongoing theoretical research.
		Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.
	www.ssc.wisc.edu /~bhansen/papers/jbes_02.html (99 words)

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