1. Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random fields Open Access Author: Dong, Yi Title: Generalized method of moments approach for hyperparameter estimation for Gaussian Markov random fields Graduate Program: Industrial Engineering Keywords: Generalized method of momentsGaussian Markov Random FieldDiscrete Optimization via SimulationMaximum Likelihood Estimation File: Download Yi_Dong_thesis_final.pdf Committee Members: Eunhye Song, Thesis Advisor/Co-Advisor
2. Essays on Macroeconomics and Financial Econometrics Open Access Author: Jiang, Na Title: Essays on Macroeconomics and Financial Econometrics Graduate Program: Economics (PHD) Keywords: Household consumption heterogeneityCross-section of stock returnsGeneralized method of momentsBootstrapCustomer RelianceRelationship costLabor shareUS ManufacturingMethod of simulated momentsBuyer-seller matchingSearch frictionConsumption-based CAPM File: Download NaJiang-Dissertation.pdf Committee Members: Ruilin Zhou, Major Field MemberTimothy Simin, Outside Unit & Field MemberAndrew Gallant, Co-Chair & Dissertation AdvisorJames Tybout, Co-Chair & Dissertation AdvisorMarc Albert Henry, Professor in Charge/Director of Graduate Studies
