Results 1 to 10 of about 34,083 (292)
Analyzing dwell times with the Generalized Method of Moments. [PDF]
PLoS ONE, 2019 The Generalized Method of Moments (GMM) is a statistical method for the analysis of samples from random processes. First developed for the analysis of econometric data, the method is here formulated to extract hidden kinetic parameters from measurements ...
Sadie Piatt, Allen C Price
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Stochastic Generalized Method of Moments. [PDF]
J Comput Graph Stat, 2011 The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function.
Yin G, Ma Y, Liang F, Yuan Y.
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Generalized Method of Trimmed Moments [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cizek, P.
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Modified generalized method of moments for a robust estimation of polytomous logistic model [PDF]
PeerJ, 2014 The maximum likelihood estimation (MLE) method, typically used for polytomous logistic regression, is prone to bias due to both misclassification in outcome and contamination in the design matrix. Hence, robust estimators are needed.
Xiaoshan Wang
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Estimating functions and the generalized method of moments. [PDF]
Interface Focus, 2011 Estimating functions provide a very general framework for statistical inference, and are particularly useful when one is either unable or unwilling to specify a likelihood function. This paper aims to provide an accessible review of estimating function theory that has potential for application to the analysis and modelling of a wide range of complex ...
Jesus J, Chandler RE.
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Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
Journal of Statistical Software, 2010 This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the R package gmm. A brief discussion is offered on the theoretical aspects of both methods and the functionality of the package ...
Pierre Chaussé
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SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS [PDF]
Economica, 2016 In this paper, the authors describe the selection methods for moments and the application of the generalized moments method for the heteroskedastic models. The utility of GMM estimators is found in the study of the financial market models.
Constantin ANGHELACHE +2 more
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TL-moments of the exponentiated generalized extreme value distribution
Journal of Advanced Research, 2010 TL-moments and LQ-moments of the exponentiated generalized extreme value distribution (EGEV) will be obtained and used to estimate the unknown parameters of the EGEV distribution.
Noura A.T. Abu El-Magd
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Consistent Moment Selection Procedures for Generalized Method of Moments Estimation [PDF]
Econometrica, 1999 Summary: This paper considers a generalized method of moments (GMM) estimation problem in which one has a vector of moment conditions, some of which are correct and some incorrect. The paper introduces several procedures for consistently selecting the correct moment conditions.
Donald W K Andrews
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Remittances, institutional quality and investment in Sub-Saharan Africa [PDF]
Journal of Business and Socio-Economic Development, 2023 Purpose – This paper investigates the relationship between remittances, institutional quality and investment in Sub-Saharan African (SSA) countries using data from 2004 to 2018.
Umar Mohammed, Erdal Tanas Karagöl
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