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Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.
Econometric models. --- Estimation theory. --- Moments method (Statistics). --- Time-series analysis. --- Moments method (Statistics) --- Method of moments (Statistics) --- Mathematical statistics --- Quantitative methods (economics) --- Econometric models --- Time-series analysis --- Estimation theory --- E-books --- Estimating techniques --- Least squares --- Stochastic processes --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Econometrics --- Mathematical models --- Distribution (Probability theory)
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Dielectric devices --- Metallic composites --- Electromagnetic waves --- Moments method (Statistics) --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Electromagnetic energy --- Electromagnetic radiation --- Electromagnetic theory --- Waves --- Metal composites --- Metal matrix composites --- Composite materials --- Metals --- Devices, Dielectric --- Dielectrics --- Mathematical models. --- Electric properties --- Mathematical models --- Dielectric devices - Mathematical models --- Metallic composites - Electric properties - Mathematical models --- Electromagnetic waves - Mathematical models
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Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP). This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriat
Moments method (Statistics) --- Polynomials. --- Algebra --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Geometry, Algebraic --- Mathematical optimization --- Moment problems (Mathematics) --- Polynomials --- Calculus, Operational --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Algebraic geometry --- Geometry
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Moments method (Statistics) --- Integro-differential equations --- Electromagnetism --- Maxwell equations --- Numerical solutions --- Data processing --- -Maxwell equations --- -Moments method (Statistics) --- FDTD --- Maxwellvergelijkingen --- elektrodynamica --- golven --- stabiliteit --- antennes --- finite-difference time-domain method --- elektromagnetisme --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Equations, Maxwell --- Differential equations, Partial --- Electromagnetic theory --- Integrodifferential equations --- Differential equations --- Integral equations --- Electromagnetics --- Magnetic induction --- Magnetism --- Metamaterials --- Electromagnetism. --- Numerical solutions. --- Data processing. --- Moments method (Statistics). --- Numerical analysis --- Integro-differential equations - Numerical solutions --- Maxwell equations - Data processing --- Maxwell equations - Numerical solutions
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Moments method (Statistics) --- Moments, Méthodes de (Statistiques) --- -Moments method (Statistics) --- Method of moments (Statistics) --- Moments, Méthodes de (Statistiques) --- Electromagnetism --- Integral equations --- Moments method (Statistics). --- Mathematical models. --- Numerical solutions. --- #TELE:TMIC --- Mathematical statistics --- Distribution (Probability theory) --- Electromagnetics --- Magnetic induction --- Magnetism --- Metamaterials --- Numerical analysis --- Mathematical models --- Numerical solutions --- Electromagnétisme --- Equations intégrales --- Modèles mathématiques --- Solutions numériques --- Electromagnetism - Mathematical models. --- Integral equations - Numerical solutions.
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The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.
Quantitative methods (economics) --- Econometric models. --- Moments method (Statistics) --- Estimation theory. --- Modèles économétriques --- Moments, Méthodes de (Statistiques) --- Théorie de l'estimation --- Estimation theory --- 330.115.001.57 --- 519.2 --- Econometrische modellen. Simulatiemodellen --- Probability. Mathematical statistics --- AA / International- internationaal --- 303.2 --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Moments method (Statistics). --- 519.2 Probability. Mathematical statistics --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Modèles économétriques --- Moments, Méthodes de (Statistiques) --- Théorie de l'estimation --- Econometric models --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Estimating techniques --- Least squares --- Stochastic processes --- Econometrics --- Mathematical models --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Business, Economy and Management --- Economics
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Quantum mechanics. Quantumfield theory --- Electromagnetism. Ferromagnetism --- Information systems --- Electromagnetism --- Maxwell equations --- Moments method (Statistics) --- Integro-differential equations --- Numerical solutions --- Data processing --- EMC --- elektromagnetisme --- 519.63 --- 681.3*G18 --- 537.8 --- -Maxwell equations --- -Moments method (Statistics) --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Equations, Maxwell --- Differential equations, Partial --- Electromagnetic theory --- Integrodifferential equations --- Differential equations --- Integral equations --- Electromagnetics --- Magnetic induction --- Magnetism --- Metamaterials --- Numerical methods for solution of partial differential equations --- Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- Electromagnetism. Electromagnetic field. Electrodynamics. Maxwell theory --- 537.8 Electromagnetism. Electromagnetic field. Electrodynamics. Maxwell theory --- 681.3 *G18 Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- 519.63 Numerical methods for solution of partial differential equations --- Numerical analysis --- 681.3 *G18 --- Moments, Méthodes des (statistique) --- Maxwell, Équations de --- Électromagnétisme. --- Data processing. --- Solutions numériques --- Traitement des données. --- Maxwell equations - Numerical solutions --- Maxwell equations - Data processing --- Integro-differential equations - Numerical solutions
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In this classic of statistical mathematical theory, Harald Cramér joins the two major lines of development in the field: while British and American statisticians were developing the science of statistical inference, French and Russian probabilitists transformed the classical calculus of probability into a rigorous and pure mathematical theory. The result of Cramér's work is a masterly exposition of the mathematical methods of modern statistics that set the standard that others have since sought to follow. For anyone with a working knowledge of undergraduate mathematics the book is self contained. The first part is an introduction to the fundamental concept of a distribution and of integration with respect to a distribution. The second part contains the general theory of random variables and probability distributions while the third is devoted to the theory of sampling, statistical estimation, and tests of significance.
Mathematical statistics --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Statistical methods --- Statistique mathématique --- Mathematical statistics. --- Statistique mathématique --- Statistique mathématique. --- Distribution (théorie des probabilités) --- Distribution (Probability theory) --- A priori probability. --- Addition theorem. --- Additive function. --- Analysis of covariance. --- Arithmetic mean. --- Axiom. --- Bayes' theorem. --- Bias of an estimator. --- Binomial distribution. --- Binomial theorem. --- Bolzano–Weierstrass theorem. --- Borel set. --- Bounded set (topological vector space). --- Calculation. --- Cartesian product. --- Central moment. --- Characteristic function (probability theory). --- Characteristic polynomial. --- Coefficient. --- Commutative property. --- Confidence interval. --- Convergence of random variables. --- Correlation coefficient. --- Degeneracy (mathematics). --- Degrees of freedom (statistics). --- Diagram (category theory). --- Dimension. --- Distribution (mathematics). --- Distribution function. --- Empirical distribution function. --- Equation. --- Estimation theory. --- Estimation. --- Identity matrix. --- Independence (probability theory). --- Interval (mathematics). --- Inverse probability. --- Invertible matrix. --- Joint probability distribution. --- Laplace distribution. --- Lebesgue integration. --- Lebesgue measure. --- Lebesgue–Stieltjes integration. --- Likelihood function. --- Limit (mathematics). --- Linear regression. --- Logarithm. --- Logarithmic derivative. --- Logarithmic scale. --- Marginal distribution. --- Mathematical analysis. --- Mathematical induction. --- Mathematical theory. --- Mathematics. --- Matrix (mathematics). --- Maxima and minima. --- Measure (mathematics). --- Method of moments (statistics). --- Metric space. --- Minor (linear algebra). --- Moment (mathematics). --- Moment matrix. --- Normal distribution. --- Numerical analysis. --- Parameter. --- Parity (mathematics). --- Poisson distribution. --- Probability distribution. --- Probability theory. --- Probability. --- Proportionality (mathematics). --- Quantity. --- Random variable. --- Realization (probability). --- Riemann integral. --- Sample space. --- Sampling (statistics). --- Scientific notation. --- Series (mathematics). --- Set (mathematics). --- Set function. --- Sign (mathematics). --- Standard deviation. --- Statistic. --- Statistical Science. --- Statistical hypothesis testing. --- Statistical inference. --- Statistical regularity. --- Statistical theory. --- Subset. --- Summation. --- Theorem. --- Theory. --- Transfinite number. --- Uniform distribution (discrete). --- Variable (mathematics). --- Variance. --- Weighted arithmetic mean. --- Z-test. --- Distribution (théorie des probabilités)
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The study of exponential sums over finite fields, begun by Gauss nearly two centuries ago, has been completely transformed in recent years by advances in algebraic geometry, culminating in Deligne's work on the Weil Conjectures. It now appears as a very attractive mixture of algebraic geometry, representation theory, and the sheaf-theoretic incarnations of such standard constructions of classical analysis as convolution and Fourier transform. The book is simultaneously an account of some of these ideas, techniques, and results, and an account of their application to concrete equidistribution questions concerning Kloosterman sums and Gauss sums.
Group theory --- Algebraic geometry --- Number theory --- 511.33 --- Analytical and multiplicative number theory. Asymptotics. Sieves etc. --- 511.33 Analytical and multiplicative number theory. Asymptotics. Sieves etc. --- Gaussian sums --- Homology theory --- Kloosterman sums --- Monodromy groups --- Kloostermann sums --- Sums, Kloosterman --- Sums, Kloostermann --- Exponential sums --- Cohomology theory --- Contrahomology theory --- Algebraic topology --- Gauss sums --- Sums, Gaussian --- Analytical and multiplicative number theory. Asymptotics. Sieves etc --- Gaussian sums. --- Kloosterman sums. --- Homology theory. --- Monodromy groups. --- Number theory. --- Nombres, Théorie des. --- Exponential sums. --- Sommes exponentielles. --- Arithmetic --- Arithmétique --- Geometry, Algebraic. --- Géométrie algébrique --- Abelian category. --- Absolute Galois group. --- Absolute value. --- Additive group. --- Adjoint representation. --- Affine variety. --- Algebraic group. --- Automorphic form. --- Automorphism. --- Big O notation. --- Cartan subalgebra. --- Characteristic polynomial. --- Classification theorem. --- Coefficient. --- Cohomology. --- Cokernel. --- Combination. --- Commutator. --- Compactification (mathematics). --- Complex Lie group. --- Complex number. --- Conjugacy class. --- Continuous function. --- Convolution theorem. --- Convolution. --- Determinant. --- Diagonal matrix. --- Dimension (vector space). --- Direct sum. --- Dual basis. --- Eigenvalues and eigenvectors. --- Empty set. --- Endomorphism. --- Equidistribution theorem. --- Estimation. --- Exactness. --- Existential quantification. --- Exponential sum. --- Exterior algebra. --- Faithful representation. --- Finite field. --- Finite group. --- Four-dimensional space. --- Frobenius endomorphism. --- Fundamental group. --- Fundamental representation. --- Galois group. --- Gauss sum. --- Homomorphism. --- Integer. --- Irreducibility (mathematics). --- Isomorphism class. --- Kloosterman sum. --- L-function. --- Leray spectral sequence. --- Lie algebra. --- Lie theory. --- Maximal compact subgroup. --- Method of moments (statistics). --- Monodromy theorem. --- Monodromy. --- Morphism. --- Multiplicative group. --- Natural number. --- Nilpotent. --- Open problem. --- P-group. --- Pairing. --- Parameter space. --- Parameter. --- Partially ordered set. --- Perfect field. --- Point at infinity. --- Polynomial ring. --- Prime number. --- Quotient group. --- Representation ring. --- Representation theory. --- Residue field. --- Riemann hypothesis. --- Root of unity. --- Sheaf (mathematics). --- Simple Lie group. --- Skew-symmetric matrix. --- Smooth morphism. --- Special case. --- Spin representation. --- Subgroup. --- Support (mathematics). --- Symmetric matrix. --- Symplectic group. --- Symplectic vector space. --- Tensor product. --- Theorem. --- Trace (linear algebra). --- Trivial representation. --- Variable (mathematics). --- Weil conjectures. --- Weyl character formula. --- Zariski topology.
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