A two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation in the data by using a nonparametric estimator of the optimal weighting ...

This paper studies large deviation properties of the generalised method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data ...

Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.

I must admit that several years ago when the method-of-moments proof concept began to be seriously considered by the FCC, both Don Markley and I had some reservations about its use. The objections ...

Once construction on an AM antenna is completed, the time comes to prove to the commission that the array meets the authorized specifications. For many years, the traditional method of proofing ...