method of moments


Also found in: Wikipedia.

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 ?
Using the Generalized Method of Moments, the fully modified Phillips-Hassen estimation, Johanse Co-integration, and Granger Causality techniques applied to Nigeria data, the study investigates the long-run and short-run unemployment- expenditure relation.
It uses the Generalized Method of Moments (GMM) technique from beginning of capital regulation in 1997 to 2015.
Abstract The capital asset pricing model (CAPM), Fama-French (FF), and Pastor-Stambaugh (PS) factor models are examined using a new dynamic rolling regression version of the generalized method of moments (GMM) method.
Modified Maximum Likelihood Method, Maximum Likelihood Method, Energy Pattern Method, Empirical Method and Method of Moments, to calculate the values of c and k.
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.
As a robustness check, I also model the relationship between bank lending and bank capital using the dynamic generalized method of moments (GMM) methodology.
The method used in this work, Method of Moments (MoM), was chosen and tested in previous work and is described in [6].
It covers general concepts of antennas; recent developments in ultra wideband antennas; ultra wideband antenna theory; time domain, frequency domain, group delay, and phase linearity; the design of omnidirectional ultra wideband antennas for communications and the design of planar directional and volumetric ultra wideband antennas, with discussion of impedance matching, phase linearity, and variations of the shape of the radiation pattern, as well as performance comparisons among different designs; current trends and unresolved problems, such as body area networks and medical imaging; and numerical methods for electromagnetics oriented to antennas, with discussion of the generalities of the classical finite differences method, finite element method, and method of moments.
Thus, I use generalized method of moments for the baseline estimation, which is common in previous literature on estimating monetary policy rules.
A sufficiently wide data base in the cross-section through panels of individual variabley makes it possible to reach robust results by means of the Generalised Method of Moments (GMM) even in a short period of time.

Full browser ?