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Moment Restriction-based Econometric Methods: An Overview

Kunitomo, N.; McAleer, M.J.; Nishiyama, Y. - Erasmus University Rotterdam, Econometric Institute - 2010

for stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors … of coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many … moment conditions, estimation of conditional moment restrictions without assuming parameter identifiability in the implied …

Persistent link: https://www.econbiz.de/10008680772

The Joint Estimation of Term Structures and Credit Spreads

Houweling, P.; Hoek, J.; Kleibergen, F.R. - Erasmus University Rotterdam, Econometric Institute - 1999

We present a new framework for the joint estimation of the default-free government term structure and corporate credit …

Persistent link: https://www.econbiz.de/10008570642

Consistency of System Identification by Global Total Least Squares

Heij, C.; Scherrer, W. - Erasmus University Rotterdam, Econometric Institute - 1996

Global total least squares (GTLS) is a method for the identification of linear systems where no distinction between input and output variables is required. This method has been developed within the deterministic behavioural approach to systems. In this paper we analyse statistical properties of...

Persistent link: https://www.econbiz.de/10008584784

A comparison of models for measurable deterioration: an application to coating on steel structures

Nicolai, R.P.; Dekker, R.; Noortwijk, J.M. van - Erasmus University Rotterdam, Econometric Institute - 2006

Steel structures like bridges, tanks and pylons are exposed to outdoor weathering conditions. In order to prevent them from corrosion they are protected by organic coating systems. This paper focuses on modelling the deterioration of the organic coating layer that protects steel structures from...

Persistent link: https://www.econbiz.de/10005450905