We ask how far the choice of which moments to match can push estimates in misspecified structural models. The answer is: very far. Under regularity conditions, an adversarial researcher informed about ...
Explore financial distributions, covering definitions, types like mutual fund and retirement account distributions, and ...
Abstract: In this article we introduce an approach for modeling and analyzing collective behavior of a group of agents using moments. We represent the group of agents via their distribution and derive ...
Abstract: Power function distribution is used frequently in both reliability and life assessment. However, in some cases, the traditional method fails in parameter estimation of the three-parameter ...