翻訳と辞書 Words near each other ・ Methodist Reform Church ・ Methodist Relief & Development Fund (MRDF) ・ Methodist Rome ・ Methodist Tabernacle ・ Methodist Tabernacle (Mathews, Virginia) ・ Methodist Theological School ・ Method of matched asymptotic expansions ・ Method of mean weighted residuals ・ Method of Modern Love ・ Method of Modern Love (Saint Etienne song) ・ Method of moments ・ Method of moments (probability theory) ・ Method of moments (statistics) ・ Method of normals ・ Method of quantum characteristics ・ Method of simulated moments ・ Method of steepest descent ・ Method of successive substitution ・ Method of supplementary variables ・ Method of support ・ Method of undetermined coefficients ・ Method overriding ・ Method Products ・ Method ringing ・ Method Road Soccer Stadium ・ Method stub ・ Method Studios ・ Method Three for Murder ・ Method to the Maadness ・ Method — Or Madness? Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Method of simulated moments ： ウィキペディア英語版 Method of simulated moments In econometrics, the method of simulated moments (MSM) (also called simulated method of moments) is a structural estimation technique introduced by Daniel McFadden.〔D. McFadden. 1989 ("A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration" ). ''Econometrica'', 57(5):995–1026〕 It extends the generalized method of moments to cases where theoretical moment functions cannot be evaluated directly, such as when moment functions involve high-dimensional integrals. MSM's earliest and principal applications have been to research in industrial organization, after its development by Ariel Pakes, David Pollard, and others, though applications in consumption are emerging. ==GMM v.s. MSM== *$\backslash hat\_=\backslash operatorname\backslash ,m(x,\backslash beta)\text{'}Wm(x,\backslash beta)$, where $m(x,\backslash beta)$ is the moment condition. *$\backslash hat\_=\backslash operatorname\backslash ,\backslash hat(x,\backslash beta)\text{'}W\backslash hat(x,\backslash beta)$, where $\backslash hat(x,\backslash beta)$ is the simulated moment condition and $E()=m(x,\backslash beta)$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Method of simulated moments」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.