Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence [PDF]
This paper investigates the behaviour of estimators based on the Kullback-Leibler information criterion (KLIC), as an alternative to the generalized method of moments (GMM).
Allan W. Gregory +2 more
core
On photon statistics parametrized by a non-central Wishart random matrix
, 2015 In order to tackle parameter estimation of photocounting distributions, polykays of acting intensities are proposed as a new tool for computing photon statistics.
Di Nardo, Elvira
core +1 more source
The environmental impact of governance: a system-generalized method of moments analysis. [PDF]
Environ Sci Pollut Res Int, 2021 Gök A, Sodhi N.
europepmc +1 more source
Modelling Air Pollution in Thailand: Insights from Community Mobility Data
Environment and Natural Resources JournalThis research investigates the relationship between community mobility and air pollution in Thailand, utilizing econometric and machine learning approaches to provide useful insights for policymakers to counter this issue.
Padcharee Phasuk +2 more
doaj +1 more source
Trade Openness and CO2 Emissions in Iran, 1971-2008 [PDF]
International Journal of Business and Development Studies, 2011 The increase of greenhouse gases (GHG) in which CO2 emissions constitute the principal component, is of major environmental problems of all societies. Economic growth impels intensive use of resources and as a result, more residues and wastes thrown in ...
doaj +1 more source
Quasi-Maximum Likelihood estimation of Stochastic Volatility models. [PDF]
Changes in variance or volatility over time can be modelled using stochastic volatility (SV) models. This approach is based on treating the volatility as an unobserved vatiable, the logarithm of which is modelled as a linear stochastic process, usually ...
Ruiz, Esther
core
Panel Data Econometrics in R: The plm Package
Journal of Statistical Software, 2008 Panel data econometrics is obviously one of the main fields in the profession, but most of the models used are difficult to estimate with R. plm is a package for R which intends to make the estimation of linear panel models straightforward.
Yves Croissant, Giovanni Millo
doaj
بررسی تأثیر عوامل اقتصادی بر نفوذ اینترنت در کشورهای درحالتوسعه [PDF]
Quarterly Journal of Applied Theories of Economics, 2015 هدف اصلی این مقاله بررسی تأثیر متغیرهای اقتصادی بر نفوذ اینترنت در کشورهای درحالتوسعه است. بدین منظور الگوی اقتصادسنجی پانل دیتای پویا (روش گشتاورهای تعمیمیافته) طی دوره 2012- 1995 و در بین 123 کشور در حال توسعه تخمین زده شده است.
بهزاد سلمانی +2 more
doaj
Parameter Identification for a Stochastic SEIRS Epidemic Model: Case Study Influenza [PDF]
, 2019 A recent parameter identification technique, the local lagged adapted generalized method of moments, is used to identify the time-dependent disease transmission rate and time-dependent noise for the stochastic susceptible, exposed, infectious ...
Mummert, Anna, Otunuga, Olusegun M
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Applications of Generalized Method of Moments Estimation [PDF]
Journal of Economic Perspectives, 2001 I describe how the method of moments approach to estimation, including the more recent generalized method of moments (GMM) theory, can be applied to problems using cross section, time series, and panel data. Method of moments estimators can be attractive because in many circumstances they are robust to failures of auxiliary distributional assumptions ...
openaire +2 more sources