This article surveys J. D. Sargan’s work on instrumental variables (IV) estimation and its connections with the generalized method of moments (GMM). First the modeling context in which Sargan motivated IV estimation is presented. Then the theory of IV estimation as developed by Sargan is discussed. His approach to efficiency, his minimax estimator, tests of overidentification and underidentific...

Estimating functions provide a very general framework for statistical inference, and are particularly useful when one is either unable or unwilling to specify a likelihood function. This paper aims to provide an accessible review of estimating function theory that has potential for application to the analysis and modelling of a wide range of complex systems. Assumptions are given in terms that ...

Several characterizations of Marshall-Olkin generalized distributions, introduced by Gui (2013) and by Al-Saiari et al. (2014) are presented. These characterizations are based on: (i) a simple relationship between two truncated moments ; (ii) the hazard function.

let $g = (v, e)$ be a simple graph. denote by $d(g)$ the diagonal matrix $diag(d_1,cdots,d_n)$, where $d_i$ is the degree of vertex $i$  and  $a(g)$ the adjacency matrix of $g$. the  signless laplacianmatrix of $g$ is $q(g) = d(g) + a(g)$ and the $k-$th signless laplacian spectral moment of  graph $g$ is defined as $t_k(g)=sum_{i=1}^{n}q_i^{k}$, $kgeqslant 0$, where $q_1$,$q_2$, $cdots$, $q_n$ ...

We introduce a new solution technique for closed product-form queueing networks that generalizes the Method of Moments (MoM), a recently proposed exact algorithm that is several orders of magnitude faster and memory efficient than the established Mean Value Analysis (MVA) algorithm. Compared to MVA, MoM recursively computes higher-order moments of queue lengths instead of mean values, an approa...

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 matrix. This paper addresses the issue of choosing the corresponding smoothing parameter (or bandwidth) so that the resulting point estimate is optimal in a certain sense. We derive an asymptotically op...