Generalized Method of Moments With Many Weak Moment Conditions [PDF]
Econometrica, 2009 Using many moment conditions can improve efficiency but makes the usual generalized method of moments (GMM) inferences inaccurate. Two-step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias, but the usual standard errors are too small in instrumental variable settings.
Newey, W.K, Windmeijer, F
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Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation [PDF]
, 2014 In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional quantile ...
Chen, Senniang, Yu, Cindy L
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On Oracle Property and Asymptotic Validity of Bayesian Generalized Method of Moments
, 2016 Statistical inference based on moment conditions and estimating equations is of substantial interest when it is difficult to specify a full probabilistic model.
Jiang, Wenxin, Li, Cheng
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Comparison of Two New Robust Parameter Estimation Methods for the Power Function Distribution. [PDF]
PLoS ONE, 2016 Estimation of any probability distribution parameters is vital because imprecise and biased estimates can be misleading. In this study, we investigate a flexible power function distribution and introduced new two methods such as, probability weighted ...
Muhammad Shakeel +4 more
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Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2019 This study extends research on the relationship between financial development (FD) and innovation by dividing FD into bank‑based FD and stock‑market‑based FD and investigating their effects on innovation.
Tuan Doanh Le +2 more
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Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [PDF]
تحقیقات مالی, 2013 Privatization advocates believe that transfer to private sector increases firm’s performance and value, business environment, and therefore economic growth and welfare improves.
Sasan Mehrani +3 more
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The Effect of the Triple Dimensions of Globalization on the Decoupling of Economic Growth from Energy Consumption and Pollution [PDF]
سیاستگذاری اقتصادیPurpose: Economic development is closely related to the consumption of natural resources. In particular, fossil energy is a vital resource for urbanization and industrialization and the main driving force for the development of a modern society.
Saeed Rasekhi, Sara Ghanbartabar
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Generalized method of moments with latent variables [PDF]
, 2013 The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model, provided there were no latent variables. The contribution of this paper is the same with latent variables.
Gallant, A. Ronald +2 more
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A Modification of the Gompertz Distribution Based on the Class of Extended-Weibull Distributions
Journal of Statistical Theory and Applications (JSTA), 2020 This paper introduces a new four-parameter extension of the generalized Gompertz distributions. This distribution involves some well-known distributions such as extension of generalized exponential, generalized exponential, and generalized Gompertz ...
Mohammad Reza Kazemi +2 more
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Wrapping Generalized Laplace and Generalized Discrete Laplace Distributions
AxiomsGeneralized Laplace and discrete generalized Laplace models are described and some of their properties are reviewed. For the analysis of directional data, it is natural to consider wrapped versions of these models.
Barry C. Arnold, Ashis SenGupta
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