In this paper, we consider a form of the generalized logistic distribution named symmetric extended generalized logistic distribution or extended type III generalized logistic distribution. The distribution is derived by compounding a two-parameter generalized Gumbel distribution with a two-parameter generalized gamma distribution. The cumulative distribution and some properties of this distrib...

in many statistical systems, a type of survey called “sampling over time” is common, which repeats continuously over time. one method of sampling over time is panel survey. panel survey is a method in which a “fixed sample” is contacted during different waves. the most important challenge in a panel survey is debility in providing response from some sample units and having non-response that usu...

A well known difficulty in estimating conditional moment restrictions is that the parameters of interest need not be globally identified by the implied unconditional moments. In this paper, we propose an approach to constructing a continuum of unconditional moments that can ensure parameter identifiability. These unconditional moments depend on the “instruments” generated from a “generically co...

We consider inference in models defined by approximate moment conditions. show that near?optimal confidence intervals (CIs) can be formed taking a generalized method of moments (GMM) estimator, and adding subtracting the standard error times critical value takes into account potential bias from misspecification In order to optimize performance under misspecification, weighting matrix for this G...

This paper discusses the problem of estimating the population spectral distribution from high-dimensional data. We present a general estimation procedure that covers situations where the moments of this distribution fail to identify the model parameters. The main idea is to use generalized functional expectations as a substitute for the moments. Beyond the consistency, we also prove a central l...

This paper discusses the problem of estimating the population spectral distribution from high-dimensional data. We present a general estimation procedure that covers situations where the moments of this distribution fail to identify the model parameters. The main idea is to use generalized functional expectations as a substitute for the moments. Beyond the consistency, we also prove a central l...

This paper describes a recursive method for estimating random coefficient models. Starting with a trial value for the moments of the distribution of coefficients in the population, draws are taken and then weighted to represent draws from the conditional distribution for each sampled agent (i.e., conditional on the agent’s observed dependent variable.) The moments of the weighted draws are calc...

Empirical researchers frequently use dynamic panel data models and employ Generalized Method of Moments (GMM) estimators (Hansen, 1982) to estimate model parameters. An important practical problem in the estimation of a dynamic panel data model is the choice of moments as it provides a large number of moment conditions. Even though adding moment conditions leads to efficiency gain according to ...

Point forecasts can be interpreted as functionals (i.e., point summaries) of predictive distributions. We extend methodology for the identification functional based on time series and associated realizations. Focusing state-dependent quantiles expectiles, we provide a generalized method moments estimator functional, along with tests optimality under general joint hypotheses relationships inform...