Parameters of such models are estimated not with regression analysis but non-linear techniques such as generalized method of moments, maximum likelihood, and indirect inference.
22.
In probability theory, the "'method of moments "'is a way of proving convergence in distribution by proving convergence of a sequence of moment sequences.
23.
One alternative is to use as initial values for iteration the values obtained from the method of moments solution for the four parameter case.
24.
GMM was developed by Lars Peter Hansen in 1982 as a generalization of the method of moments which was introduced by Karl Pearson in 1894.
25.
There are many ways to estimate the coefficients, such as the ordinary least squares procedure or method of moments ( through Yule Walker equations ).
26.
Once this has been done, the integral equation can then be solved by a numerical technique appropriate to integral equations such as the method of moments.
27.
If a closed-form expression is needed, the method of moments can be applied to estimate \ alpha from the sample skew, by inverting the skewness equation.
28.
Using the method of moments he fitted the data with the Hermite distribution and found the model more satisfactory than fitting it with a Poisson distribution.
29.
The " method of moments " is an exact method which required log-quadratic time and can solve in practice models with up to 10 classes of customers.
30.
The two quantities whose values are compared are both method of moments estimates of the population genetic parameter theta, and so are expected to equal the same value.
