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.
europepmc +6 more sources
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.
europepmc +4 more sources
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.
exaly +2 more sources
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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Evaluating the Efficiency and Robustness of Beta and Stochastic Discount Factor Methods in Iranian Stock Market [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2022 Extensive applications of asset pricing in the fields of finance and economics lead to an increasing importance of this issue, which has attracted more attentions of researchers in theoretical and empirical aspects. Due to this issue, the main purpose of
Hossein Talakesh Naeini +3 more
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An Analysis of the Interaction Between Monetary and Fiscal Policies in Brazil [PDF]
PSL Quarterly Review, 2019 This paper examines monetary and fiscal policy rules in Brazil for the period 2003-2014, based on a New Keynesian Macro Model estimated via GMM System.
Lívia Carolina Machado Melo +1 more
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Analyzing determinants of poverty in Central Java with Generalized Method of Moments [PDF]
Industrija, 2023 The purpose of this study is to examine determinants of poverty in regencies/cities in Central Java. This study examined poverty, investment, savings, and infrastructure as the research variables by focusing on the vicious cycle of poverty.
Yesi Elisandi Dian Natalia +2 more
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