References in periodicals archive ?
Several papers apply Bayesian estimation and the generalized method of moments to the dynamic stochastic general equilibrium models.
We apply the method of moments and the maximum entropy method to analyze the efficiency of MV + CVaR mortality portfolios relative to traditional Markowitz mean-variance portfolios.
Determining the dynamic characteristics on the basis of the records obtained during the normal operation of the examined object and using the method of correlation functions, the method of moments was used.
There are two main approaches for estimating the distribution parameters: the method of moments and the max likelihood/least squares method.
Modeling approaches include three-dimensional Eulerian simulation of a gas-solid bubbling fluidized bed, modeling of solidification of binary fluids with non-linear viscosity models, numerical simulation of gas-solid flow by computational fluid dynamics techniques, modeling of stratified two phase flows using an interfacial area density model, and modeling of segregation and mixing effects in a riser using the quadrature method of moments.
There the proof relies on the fact that the method of moments could be used.
The NKPC is estimated either through Generalised Method of Moments (GMM), Maximum Likelihood (ML) technique or the Vector Auto regression (VAR).
Analyte transport: An analytical model based on the method of moments approach has been developed to characterize the dispersion induced by combined pressure and electrokinetic-driven flow.
This paper employs Efficient Method of Moments (EMM) proposed by Bansal, Gallant, Hussey and Tauchen (1993, 1995) and developed in Gallant and Tauchen (1996) and shown used in Gallant, Hsieh and Tauchen (1997) to estimate and test the stochastic differential equation (SDE) model.
Numerical analysis of chiral materials has been carried out using a variety of numerical methods, such as the method of moments (MoM), the finite-difference time-domain (FDTD) method, boundary value solutions (BVS) and so forth.
To deal with such generality, we consider heteroskedasticity and autocorrelation consistent (HAC) methods, a HAC version of Hansen's (1982) Generalized Method of Moments (GMM) test and a lesser-known but more user-friendly minimum distance or ratio of asymptotic densities (RAD) test.

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