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by CF Baum - 2003 - Cited by 551

http://fmwww.bc.edu/ec-p/wp545.pdf

by CF Baum - Cited by 552

http://fmwww.bc.edu/EC-P/WP667.pdf

Amirhosseini “Efficient GMM-UBM system in text independent speaker verification using structural Gaussian mixture models”, in ...

http://ieeexplore.ieee.org/iel5/11024/34757/01660169.pdf

"An efficient GMM classification post-processing method for structural Gaussian mixture model based speaker verification," in. Proc.ICASSP'06, ...

http://ieeexplore.ieee.org/iel5/4216989/4218011/04218099.pdf?arnumber=4218099

by B Antoine - Cited by 4

http://www.econ.yale.edu/seminars/ecm/ecm07/renault-070411.pdf

by X Chen - Cited by 16

http://econ.duke.edu/~taroz/ChenHongTarozziannaledition.pdf

by M Carrascoy - Cited by 30

http://idei.fr/doc/by/florens/efficientgmm.pdf

by M Carrasco - Cited by 10

http://idei.fr/doc/by/florens/effi4.pdf

by X Chen - Cited by 21

http://homepages.nyu.edu/~xc6/files/effcomb11.pdf

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http://hermes-ir.lib.hit-u.ac.jp/rs/bitstream/10086/13689/1/D05-130.pdf

by CF Baum - Cited by 551

http://www.stata.com/meeting/9uk/IVGMM3316.pdf

by A Nichols - Related articles

http://www.stata.com/meeting/snasug08/nichols_gmm.pdf

on the choice of J or Λ. The efficient GMM estimator, for a given set of instruments, is defined in terms of the true covariance matrix Ω0, which is ...

http://www.econ.queensu.ca/ETM/corrections/Third-pdf/pg357-8.pdf

There is more than one way to derive the efficient GMM estimator for a linear ... This is called the efficient GMM estimator, although it is not actually ...

http://www.econ.queensu.ca/faculty/mackinnon/econ851/assignments/GMM-supplement-851.pdf

consistent and efficient weighting matrix (Hansen, 2004). The way to compute the efficient GMM estimator and the test statistic in our model is as follows: ...

http://nccur.lib.nccu.edu.tw/bitstream/140.119/35143/5/51007105.pdf

by X CHEN - 2008 - Cited by 16

http://www.crest.fr/ckfinder/userfiles/files/Pageperso/bertail/smi/gmm_auxilary_data.pdf

cluster option chosen, efficient GMM estimator uses a cluster-robust optimal weighting matrix and the estimator is also robust to arbitrary intra-cluster ...

http://131.111.165.101/faculty/weeks/S310/SLIGMM_2.pdf

of θ. This is important result is due to Hansen [2]. We call this the efficient GMM. The spectral density or long run covariance matrix is defined ...

http://phobos.vscht.cz/konference_matlab/MATLAB08/prispevky/057_kladivko.pdf

Efficient GMM Estimation. • The variance of bθGMM depends on the weight matrix, WT . The efficient GMM estimator has the smallest possible (asymptotic) ...

http://www.savbb.sk/~grendar/pdf/Nielsen_GMM.pdf

by DM Anderson - Related articles

http://cpe.ucsd.edu/assets/002/6932.pdf

Asymptotically Efficient GMM estimator. Need a preliminary estimator of in order to obtain express in terms of in place of. An efficient GMM estimator ...

http://www.sbf.unisg.ch/org/sbf/web.nsf/c2d5250e0954edd3c12568e40027f306/5a29589a44b59c60c1256fa300353c16/$FILE/chapter 3 GMM.pdf

by WK Newey - 1987 - Cited by 392

http://www.ssc.wisc.edu/~kwest/publications/1980/Hypothesis Testing with Efficient Method of Moments Estimation.pdf

by KD West - 2002 - Cited by 8

http://www.ssc.wisc.edu/~kwest/publications/2000/Efficient GMM Estimation of Weak AR Processes.pdf

Efficient GMM as optimal instrumental variables estimation. • OLS, IV, 2SLS and ML as special cases of GMM estimation. • GMM and time series data. ...

http://www.nes.ru/acad-year-2004/1st-module/econometrics4-eng.pdf

10 efficient GMM based on local PCA with fuzzy clustering. The proposed method firstly partitions the data space into. 11 several disjoint clusters by fuzzy ...

http://berc.yonsei.ac.kr/files/journal/Local Fuzzy PCA based GMM with Dimension Reduction on Speaker Identification.pdf

by FOF INTEREST - 1990“Efficient GMM Estimation of Seemingly Unrelated Regressions,” Econometric Theory. “Panel Unit Root Tests with Unknown Cross-sectional Dependence and ...

http://www.slu.edu/Documents/business/economics/qianCV.pdf

(instruments are the same as regressors), what is the efficient GMM estimator? The issue of serial correlation of gt is actually irrelevant in this ...

http://courses.essex.ac.uk/ec/ec966/restricted/ec966-ex5-sol.pdf

1.1 Small-Sample Properties of Efficient GMM. ] Problems with the Two-Step Procedure. • Unfortunately, there is now quite a lot of evidence (mostly form ...

http://courses.essex.ac.uk/ec/ec966/lecture_notes/ec966-w09-notes.pdf

by A Chan - Cited by 23

http://www.cs.cmu.edu/~jsherwan/pubs/icslp2004.pdf

by SC Ahn - Cited by 20

http://www.public.asu.edu/~miniahn/archive/gmmbook.pdf

by SC Ahn - Cited by 68

http://www.public.asu.edu/~miniahn/archive/timetext.pdf

by DS Small - 2006 - Cited by 1

http://www-stat.wharton.upenn.edu/~dsmall/STS141.pdf

“Efficient GMM Estimation of Dynamic Panel Data Models Where Large Hetero- geneity May Be Present,” Economic and Statistic Workshop, Hitotsubashi Univer- ...

http://home.hiroshima-u.ac.jp/kazuhaya/CV/cv-e.pdf

Estimation of the Efficient Weighting Matrix. Simple way to compute the efficient GMM estimator: 1. Estimate ̂β by 2SLS, and construct the residuals ...

http://economia.unipv.it/pagp/pagine_personali/erossi/macroeconometria_GMM_2007.pdf

by H Kruiniger - Cited by 1

http://webspace.qmul.ac.uk/hkruiniger/et1680r3.pdf

8 Nov 2006 ... J-stat Df P.value. 0.3025 1 0.5823. Optimization Info: Number of Iterative Steps: 3. Iterated Efficient GMM Estimation ...

http://faculty.washington.edu/ezivot/econ583/Nonlinear GMM ExamplesPowerpoint.pdf

by CF Baum - Cited by 552

http://faculty.washington.edu/ezivot/econ583/ivreg2_bcwp545.pdf

by BW Brown - Related articles

http://pareto.uab.es/mcreel/reading_course_2005_2006/BrownNewey.pdf

To attain efficiency though, their first-step estimator should be modified using a Newton-Raphson algorithm in the direction of the efficient GMM estimator ...

http://www.cireq.umontreal.ca/activites/071116/Lavergne.pdf

by B Antoine - Cited by 4

http://www.cireq.umontreal.ca/activites/071116/Renault_1.pdf

by F Windmeijer - Cited by 15

http://www.efm.bris.ac.uk/economics/working_papers/pdffiles/dp06591.pdf

vectors in speaker identification, we propose an efficient GMM based on local. PCA with Fuzzy clustering. The proposed method firstly partitions the data ...

http://www.springerlink.com/index/gvqhu618h6f72t5d.pdf

results using a two-step efficient GMM estimator. Afterwards, we look for potential outliers by using a median-regression technique. Specifically, we keep ...

http://www.springerlink.com/index/V55862M5273W1062.pdf

the semiparametric efficiency bound stated in Theorem 6. During a recent private conversation, Newey has suggested another simple efficient GMM estimator of ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1102362_code517200.pdf?abstractid=1102362&mirid=1

The reason for considering alternatives to GMM is the some- times unsatisfying small sample performance of the semi-parametric efficient GMM estimator ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID875613_code397391.pdf?abstractid=875613&mirid=1

Notes –. 1. The efficient GMM estimator is efficient not just in the class of GMM estimators but for the class of all estimators that estimate β from the ...

http://www.econ.iastate.edu/classes/econ674/falk/GMM_I.pdf

What is the sample version of the efficient weighting matrix for the GMM estimation of β1 and β2? 4. What is the sample efficient GMM objective function? ...

http://www.unc.edu/~saraswat/teaching/econ870/fall09/midterm.pdf

by B Antoine - Cited by 4

http://www.unc.edu/depts/econ/profs/renault/mixed_rates.pdf

by L Lee - Related articles

http://www.econ.ohio-state.edu/lee/wp/paper5_XiaodongLIU.pdf

by HRS Mohammadi - Cited by 2

http://www.eurasip.org/Proceedings/Eusipco/Eusipco2006/papers/1568980532.pdf