Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.
Explores Car-Parrinello molecular dynamics, a unified approach combining molecular dynamics and density-functional theory for simulating various systems, with a focus on historical background, technical details, and challenges in atomistic simulations.
Introduces the Generalized Method of Moments (GMM) in econometrics, focusing on its application in instrumental variable estimation and asset pricing models.