Adversarial Generalized Method of Moments
CoRR, 2018 We provide an approach for learning deep neural net representations of models described via conditional moment restrictions. Conditional moment restrictions are widely used, as they are the language by which social scientists describe the assumptions they make to enable causal inference.
Greg Lewis, Vasilis Syrgkanis
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Higher Order Mean Squared Error of Generalized Method of Moments Estimators for Nonlinear Models
Discrete Dynamics in Nature and Society, 2014 Generalized method of moments (GMM) has been widely applied for estimation of nonlinear models in economics and finance. Although generalized method of moments has good asymptotic properties under fairly moderate regularity conditions, its finite sample ...
Yi Hu +3 more
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Investing of dynamic effect of immigration from rural to urban on income inequality: case study of rural regions in Iran [PDF]
مدلسازی اقتصادسنجی, 2018 Today, rural migration to urban areas, leads to an aggregate fall in welfare due to lack of infrastructure for integrating the newcomers into urban settings.
Hamid Abrishami +2 more
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The impact of corporate governance on cost of capital: an application on the firms in the manufacturing industry in Borsa Istanbul [PDF]
CES Working Papers, 2020 Corporate governance has become an important issue in the aftermath of international financial crises, corruption and corporate scandals since the 1980s.
Berna DOĞAN, Melek ACAR
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EXAMINING THE EFFECT OF TRANSPORT INFRASTRUCTURE ON ATTRACTING FOREIGN DIRECT INVESTMENT
Hitit Sosyal Bilimler Dergisi, 2022 Many factors play a role in determining the level of development in countries, and one of the main factors is FDI. To attract foreign capital to the country, it is necessary to realize the developments desired by the foreign capital and to pave the way ...
Eyup Atioğlu, Osman Nuri Şahin
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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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Agricultural Economics (AGRICECON), 2020 This study examines one of the most important issues in water economic research, namely, the nexus between water consumption and economic growth. Water consumption is determined by the intersection of endogenous growth function and water consumption ...
Yiming He, Thomas M. Fullerton
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Modeling Poverty Alleviation in Indonesia according to Ibnu Khaldun Philosophy (an approach to morality in the Qur’an) [PDF]
Pharos Journal of TheologyThe poverty problem is a multidimensional discourse. The debate about poverty and how to exterminate it has been carried out for many years. This is important because the problem of poverty can have implications for social, economic, and political ...
Siti Nur Latifah +3 more
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The Generalized Method of Moments for Multi-Reference Alignment
IEEE Transactions on Signal Processing, 2022 This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator maintains its asymptotic optimality for statistical models with group symmetry, including MRA. Then, we conduct a
Asaf Abas, Tamir Bendory, Nir Sharon
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The impact of bank performance and economic growth on bank profitability: CAMEL model application in middle-income countries [PDF]
Banks and Bank Systems, 2023 This paper aims to study the impact of both bank performance and economic growth on bank profitability in 8 middle-income countries from the Middle East and North Africa (MENA) region and MINT countries using the Generalized Method of Moments (GMM) model.
Zakia Abdelmoneim, Mai Yasser
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