method of moments


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method of moments

[¦meth·əd əv ′mō·məns]
(statistics)
A method of estimating the parameters of a frequency distribution by first computing as many moments of the distribution as there are parameters to be estimated and then using a function that relates the parameters to moments.
References in periodicals archive ?
The regression analysis is executed by using Generalized Method of Moments (GMM) which was recommended by Bond and Blundell (1998).
For this reason, the method of moments with acetone pulses was also used to evaluate the porosity of the cryogels produced in columns (a monolithic bed with a height of 9.4 cm and diameter of 1.0 cm), with the experimental data presented in Fig.
In order to handle the heteroscedasticity, the most common approach is the Generalized Method of Moments (GMM) (Hansen, 1982).
(2016) investigated the impact of equity and long-term debt financing on value of firms quoted on the Nigerian Stock Exchange, employing static and dynamic modeling and estimation techniques that lent to causality, generalized method of moments, vector autoregression, cointegration, error correction mechanism, and fully modified least squares analysies.
Rius, "Sparsified adaptive cross approximation algorithm for accelerated method of moments computations," IEEE Transactions on Antennas and Propagation, vol.
The method of moments, as applied in the modelling of average molecular weights and conversion, consists in transforming the univariate PBEs of the polymer species (chain length as the only internal coordinate) into balance equations for the moments of their chain length distributions.
Keywords: Capital account liberalization, Economic growth, Foreign direct investment, Generalized method of moments
They applied the Generalized Method of Moments technique over the period of 1994 to 2008.
The method of moments is a technique of estimation of population parameters.
C., The Method of Moments in Electromagnetics, CRC Press, 2014.
Although we use the method of moments estimation technique to drive the results, we show analytically that when the global solution of the maximum likelihood problem exists, the parameter estimates by the methods of moments and maximum likelihood are the same.
Five well-known methods involving the use of fluorescent tracer (sodium fluorescein and rhodamine) and saline tracer (sodium chloride, NaCl), which are method of moments (Fischer, List, Koh, Imberger, & Brooks, 1979), routing procedure or propagation method (Fischer et al., 1979; French, 1985), Chatwin's graphical method (Krenkel, 1962), peak concentration method (Rutherford, 1994) and crown concentration method (Devens, Barbosa Jr, & Sivla, 2006);

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