• nlmdl

  • Referenced in 112 articles [sw27811]
  • possibly in implicit form, generalized method-of-moments estimates, GMM option...
  • Adam

  • Referenced in 218 articles [sw22205]
  • Adam: A Method for Stochastic Optimization. We introduce Adam, an algorithm for first-order gradient ... functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement...
  • LMOMENTS

  • Referenced in 121 articles [sw07868]
  • routines for use with the method of L-moments. Hosking (J. R. Statist ... moments, Cambridge University Press, 1997) have described L-moments and L-moment ratios, quantities useful ... summarization and estimation of probability distributions. This report contains details of Fortran routines that ... should facilitate the use of L-moment-based methods...
  • fitdistrplus

  • Referenced in 16 articles [sw15776]
  • discrete data) and allowing different estimation methods (maximum likelihood, moment matching, quantile matching and maximum ... functions are S3 objects, for which specific methods are provided, including summary, plot and quantile...
  • gogarch

  • Referenced in 8 articles [sw19309]
  • models. The following estimation methods are implemented: fast ICA, Methods of Moments, non-linear Least...
  • sphet

  • Referenced in 4 articles [sw24257]
  • with and without Heteroscedasticity. Generalized Method of Moment estimation of Cliff-Ord-type spatial autoregressive...
  • EmmPack

  • Referenced in 2 articles [sw09500]
  • volatility models with the efficient method of moments. Econometric estimation using simulation techniques, such ... delays. For the efficient method of moments implemented to estimate stochastic volatility models, this will ... implemention of the efficient method of moments technique for a broad range of univariate stochastic ... method of moments, EGARCH models with a variety of non-normal distributions can be estimated...
  • gmm

  • Referenced in 4 articles [sw15912]
  • estimate models based on moment conditions. It includes the two step Generalized method of moments ... Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood...
  • ecp

  • Referenced in 9 articles [sw21075]
  • absolute moments in one method. Hierarchical and exact search methods are included. All methods return ... estimated change- points as well as other summary information...
  • sld

  • Referenced in 2 articles [sw12208]
  • Estimation and Use of the Quantile-Based Skew Logistic Distribution. The skew logistic distribution ... provides Quantile-Quantile plots and method of L-Moments estimation (including asymptotic standard errors...
  • GLDEX

  • Referenced in 2 articles [sw16056]
  • likelihood and quantile matching estimation. Other methods such as moment matching, starship method, L moment...
  • VARIOG2D

  • Referenced in 4 articles [sw12840]
  • Although software for estimating the semi-variogram by the method of moments is widely available ... correlation between the different semi-variogram lag estimates and for fitting a model by generalised...
  • Algorithm 963

  • Referenced in 2 articles [sw23698]
  • continuum of moment conditions. We describe the implementation of a parameter estimation method suitable ... quantitative finance. The Continuum-Generalized Method of Moments (CGMM) is a Generalized Method of Moments ... continuum of moment conditions to achieve the efficiency of a Maximum Likelihood method. Instead ... available conditional characteristic function is used for estimation. We test the CGMM and a simpler...
  • IVPOIS

  • Referenced in 1 article [sw31886]
  • ivpois implements a Generalized Method of Moments (GMM) estimator of Poisson regression and allows endogenous...
  • gmwm

  • Referenced in 1 article [sw21249]
  • condition for model estimation through the generalized method of wavelet moments. Based on the latter ... only provides an alternative method to estimate classical ARMA models but also delivers a general...
  • semsfa

  • Referenced in 1 article [sw33881]
  • obtained by pseudolikelihood estimators or by method of moments...
  • gld

  • Referenced in 4 articles [sw15011]
  • plots. Estimation methods include the starship (all 4 parameterisations) and a number of methods ... maximum product of spacings, Titterington’s method, Moments, L-Moments, Trimmed L-Moments and Distributional...
  • pVAR

  • Referenced in 2 articles [sw25211]
  • estimation and inference of homogeneous panel VAR models in a generalized method of moments...
  • GB2

  • Referenced in 1 article [sw31622]
  • Distribution of the Second Kind: Properties, Likelihood, Estimation. Package GB2 explores the Generalized Beta distribution ... fitted by the methods of maximum pseudo-likelihood estimation using the full and profile ... provided for the method of maximum pseudo-likelihood estimation. A mixture distribution based ... fitted using the method of maximum pseudo-likelihood estimation. The fit can also incorporate...
  • Delaporte

  • Referenced in 0 articles [sw15270]
  • quantile, random-variate generation, and method-of-moments parameter-estimation functions for the Delaporte distribution...