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## Artificial likelihoods and estimating functions

*Christopher G. Small and Jinfang Wang*

### in Numerical Methods for Nonlinear Estimating Equations

- Published in print:
- 2003
- Published Online:
- September 2007
- ISBN:
- 9780198506881
- eISBN:
- 9780191709258
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198506881.003.0006
- Subject:
- Mathematics, Probability / Statistics

This chapter discusses the problem of root selection using artificial objective functions associated with an estimating function; the artificial likelihoods discussed in this chapter share many ... More

## The Method of Simulated Moments (MSM)

*Christian Gouriéroux and Alain Monfort*

### in Simulation-based Econometric Methods

- Published in print:
- 1997
- Published Online:
- November 2003
- ISBN:
- 9780198774754
- eISBN:
- 9780191596339
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198774753.003.0002
- Subject:
- Economics and Finance, Econometrics

Presents the GMM method in the static case and in the dynamic case. In the latter case, carefully distinguishes the method based on dynamic conditional moments and the method based on static ... More

## Info-Metrics and Statistical Inference: Continuous Problems

*Amos Golan*

### in Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

- Published in print:
- 2017
- Published Online:
- November 2017
- ISBN:
- 9780199349524
- eISBN:
- 9780199349555
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780199349524.003.0013
- Subject:
- Economics and Finance, Econometrics

In this chapter I concentrate on continuous inferential problems: problems where the dependent variable is continuous, such as classical regression problems. As in the previous chapter, using duality ... More

## Introduction and Motivations

*Christian Gouriéroux and Alain Monfort*

### in Simulation-based Econometric Methods

- Published in print:
- 1997
- Published Online:
- November 2003
- ISBN:
- 9780198774754
- eISBN:
- 9780191596339
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198774753.003.0001
- Subject:
- Economics and Finance, Econometrics

Reviews the standard parametric or semi‐parametric methods (Maximum Likelihood, Pseudo‐Maximum Likelihood, GMM). Then, considers models in which the likelihood function or the conditional moments do ... More

## Dividend Policy, Earnings, and Cash Flow: A Dynamic Panel Data Analysis

*Luis Correia Da Silva, Marc Goergen, and Luc Renneboog*

### in Dividend Policy and Corporate Governance

- Published in print:
- 2004
- Published Online:
- April 2004
- ISBN:
- 9780199259304
- eISBN:
- 9780191600852
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199259305.003.0006
- Subject:
- Economics and Finance, Financial Economics

Benefiting from recent advances in panel data estimation, the chapter estimates the Lintner model for German firms. The Lintner model is estimated using both cash flow data and published earnings ... More

## Generalized Method of Moments

*M. Hashem Pesaran*

### in Time Series and Panel Data Econometrics

- Published in print:
- 2015
- Published Online:
- March 2016
- ISBN:
- 9780198736912
- eISBN:
- 9780191800504
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198736912.003.0010
- Subject:
- Economics and Finance, Econometrics

This chapter discusses the generalized method of moments (GMM). It reviews the estimation theory of the GMM and describes the instrumental variables approach within the broader context of the GMM. ... More

## Multivariate Rational Expectations Models

*M. Hashem Pesaran*

### in Time Series and Panel Data Econometrics

- Published in print:
- 2015
- Published Online:
- March 2016
- ISBN:
- 9780198736912
- eISBN:
- 9780191800504
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198736912.003.0020
- Subject:
- Economics and Finance, Econometrics

This chapter is devoted to the solution, identification, and estimation of rational expectations (RE) models. It begins with an overview of solution techniques, distinguishing between RE models with ... More

## Empirical Tests for Political Particularism, Trade Protection, and Contributions

*Bumba Mukherjee*

### in Democracy and Trade Policy in Developing Countries

- Published in print:
- 2016
- Published Online:
- January 2017
- ISBN:
- 9780226358789
- eISBN:
- 9780226358956
- Item type:
- chapter

- Publisher:
- University of Chicago Press
- DOI:
- 10.7208/chicago/9780226358956.003.0005
- Subject:
- Political Science, International Relations and Politics

The theoretical claims in the previous chapter about how political particularism influence trade barriers and lobbying from import competition by capital is statistically assessed in this chapter. ... More

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