• nlmdl

  • Referenced in 114 articles [sw27811]
  • systems, possibly in implicit form, generalized method-of-moments estimates, GMM option...
  • gmm

  • Referenced in 4 articles [sw15912]
  • package gmm: Generalized Method of Moments and Generalized Empirical Likelihood. It is a complete suite ... includes the two step Generalized method of moments (GMM) of Hansen(1982), the iterated ... Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family...
  • Algorithm 963

  • Referenced in 2 articles [sw23698]
  • continuum of moment conditions. We describe the implementation of a parameter estimation method suitable ... quantitative finance. The Continuum-Generalized Method of Moments (CGMM) is a Generalized Method of Moments ... continuum of moment conditions to achieve the efficiency of a Maximum Likelihood method. Instead ... CGMM, as stochastic covariance models are generally hard to estimate. The estimation method is fully...
  • sphet

  • Referenced in 4 articles [sw24257]
  • Models with and without Heteroscedasticity. Generalized Method of Moment estimation of Cliff-Ord-type spatial...
  • pVAR

  • Referenced in 3 articles [sw25211]
  • panel VAR models in a generalized method of moments (GMM) framework, and present...
  • StatRank

  • Referenced in 1 article [sw32775]
  • methods to implement Generalized Method of Moments and Maximal Likelihood methods for Random Utility Models ... data. These methods accept full, partial, and pairwise rankings, and provides methods to break down ... their pairwise components. Please see Generalized Method-of-Moments for Rank Aggregation from NIPS...
  • gmwm

  • Referenced in 1 article [sw21249]
  • model estimation through the generalized method of wavelet moments. Based on the latter method, this ... classical ARMA models but also delivers a general framework for the robust estimation of many...
  • IVPOIS

  • Referenced in 1 article [sw31886]
  • ivpois implements a Generalized Method of Moments (GMM) estimator of Poisson regression and allows endogenous...
  • AUTOSIM

  • Referenced in 7 articles [sw01171]
  • automatically formulate efficient. Object-oriented symbolic computation methods are developed in this paper for describing ... moments is straightforward when the analysis software can deal with general vector notation. The methods...
  • gogarch

  • Referenced in 8 articles [sw19309]
  • generalized orthogonal GARCH (GO-GARCH) models. The following estimation methods are implemented: fast ICA, Methods ... Moments, non-linear Least-Squares and Maximum Likelihood. Aside of these estimation routines, methods...
  • VARIOG2D

  • Referenced in 4 articles [sw12840]
  • method of moments is widely available, there is no generally available software for assessing...
  • SDPNAL

  • Referenced in 6 articles [sw10391]
  • semi-smooth Newton-CG augmented Lagrangian method. Important note: this is a research software ... designed to be a general purpose software at the moment. The solver is expected...
  • REndo

  • Referenced in 0 articles [sw17790]
  • package are Lewbel’s (1997) higher moments approach as well as Lewbel’s (2012) heteroskedasticity ... Frees’s (2007) multilevel generalized method of moment approach that deals with endogeneity...
  • MCCEFF

  • Referenced in 5 articles [sw06179]
  • moments of the homogenized tensor and is applied in conjunction with the effective modules method ... originates from the generalized stochastic perturbation-based FEM, where Taylor expansion with random parameters...
  • TFPDE

  • Referenced in 6 articles [sw12622]
  • TαS process, we simulate the moment statistics of stochastic reaction-diffusion equations with additive TαS ... probability collocation method (PCM) and the Monte Carlo (MC) method. PCM is shown ... alternative approach, we solve the generalized Fokker-Planck equation that describes the evolution ... equations to obtain the density and the moment statistics for the solution following two different...
  • zoverw

  • Referenced in 8 articles [sw25940]
  • provides details on methods for transforming a general ratio z/w into a standard form ... discusses handling general ratios when, in theory, none of the moments exist yet practical considerations...
  • ForestFit

  • Referenced in 1 article [sw31035]
  • generalized least square type 2, L-moment, maximum likelihood, logarithmic moment, moment, percentile, rank correlation ... methods for the three-parameter case are: maximum likelihood, modified moment type 1, modified moment ... maximum likelihood type 4, moment, maximum product spacing, T-L moment, and weighted maximum likelihood ... Saunders, generalized exponential, and Weibull distributions fitted to grouped data using three methods including approximated...
  • DASHMM

  • Referenced in 5 articles [sw21761]
  • general library implementing multipole methods (including both Barnes-Hut and the Fast Multipole Method). DASHMM ... system to parallelize the resulting multipole moment computation. The result is a library that...
  • LSDE

  • Referenced in 7 articles [sw15811]
  • time measurement updates. Included are the classical methods of extended Kalman filtering and higher order ... densities to obtain generalized Gauss filters (GGHF) utilizing higher order moments such as skewness...
  • nlpden

  • Referenced in 3 articles [sw09371]
  • estimation under an additive noise model. Our method does not attempt to maximize a likelihood ... roughly matches the accuracy of fully general maximum likelihood estimators at a fraction ... attains a quasi-parametric convergence rate under moment conditions, and is robust to model...