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...

movement of pesticides through soils to groundwater and surface water has long been considered a potentially serious environmental problem in different parts of the world. remediation of such problems requires monitoring of site specific data. considering these facts a laboratory based investigation was carried out to determine the sorption and leaching parameters of two contrasting and widely ...

planar d-bar integral equation is one of the inverse scattering solution methods for complex problems including inverse conductivity considered in applications such as electrical impedance tomography (eit). recently two different methodologies are considered for the numerical solution of d-bar integrals equation, namely product integrals and multigrid. the first one involves high computational ...

Statistical analysis of extreme events such as flood is often carried out to predict large return period events. The behaviour not only involves heavy-tailed distributions but also skewed distributions, similar the four-parameter Kappa distribution (K4D). In general, this covers many generalized logistic (GLD), value (GEV), Pareto (GPD), and so on. To utilize these we have estimate parameters a...

We consider a class of semi-parametric dynamic models with strong white noise errors. This processes includes the standard Vector Autoregressive (VAR) model, nonfundamental structural VAR, mixed causal-noncausal models, as well nonlinear such (multivariate) ARCH-M model. For estimation in this class, we propose Generalized Covariance (GCov) estimator, which is obtained by minimizing residual-ba...

flood frequency analysis is faced with the problem of data and information limitation in arid and semi-arid regions. particularly in these regions, the length of records is usually too short to ensure reliable quantile estimates. more than 75% of iran is located in arid and semi-arid regions and despite the low annual precipitation, often large floods occur. one way to provide more information ...

A new generalization of the exponential distribution, namely generalized mixture is introduced. Some its basic properties, such as hazard function, moments, order statistics, mean deviation, measures uncertainly, and reliability probability, are studied. Three different estimation methods investigated by maximum likelihood estimator, least-square weighted estimator. The performances estimators ...