We provide an approach for learning deep neural net representations of models described via conditional moment restrictions. Conditional moment restrictions are widely used, as they are the language ...

This repository is supplementary to the paper: L. Zhang, O. Mickelin, S. Xu, and A. Singer, Diagonally-Weighted Generalized Method of Moments Estimation for Gaussian ...

Abstract: The state of art of transient simulation using integral equation (TDIE) based methods has grown by leaps and bounds over the past few decades, both in terms of late time stability and ...

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ABSTRACT: In this paper, we review recent developments in modeling term structures of market yields on default-free bonds. Our discussion is restricted to continuous-time dynamic term structure models ...

ABSTRACT: In this paper, a simple transformation is proposed for the fixed effects logit model, which constructs some valid moment conditions including the first-order condition for one of the ...

Abstract: This work develops a framework for the numerical solution of scattering from PEC objects using integral equations. This scheme called the generalized method of moments (GMM) provides a high ...