Computing Generalized Method of Moments and Generalized Empirical Likelihood with R [PDF]
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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SGMM: Stochastic Approximation to Generalized Method of Moments [PDF]
arXiv.org, 2023 We introduce a new class of algorithms, Stochastic Generalized Method of Moments (SGMM), for estimation and inference on (overidentified) moment restriction models.
Xiaohong Chen +5 more
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Analyzing the effects of fiscal decentralization on social welfare in Iran provinces; Generalized Method of Moments approach [PDF]
مدلسازی اقتصادسنجی, 2021 Ensuring the social welfare of societies is closely related to the type and manner in which governments use fiscal policies. In this regard, the main purpose of this study is to investigate the effects of fiscaldecentralization (income and expenditure ...
Azad Khanzadi +2 more
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The Generalized Method of Moments for Multi-Reference Alignment [PDF]
IEEE Transactions on Signal Processing, 2021 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
Asaf Abas, Tamir Bendory, N. Sharon
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Short Dynamic Panel Data Models in the Presence of a Higher Frequency Regressor(s)
Computational Journal of Mathematical and Statistical Sciences, 2023 The study motivates the estimation problem of short dynamic panel data models in the presence of higher frequency regressors where it is required to weigh the regressor series to be at the same frequency of the dependent variable. With the focus on First
Alaaeldin Mohamed Dyab +2 more
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A Micro-Analysis of the Working Hours of Married Men with Employed Spouses [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2021 Married men are one of the main groups of labor market employed and therefore the study of their labor market behavior is one of the priorities of labor market policy.
Leila Sadat Zafaranchi, Mahdi Goldani
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A Tutorial on the Generalized Method of Moments (GMM) in Finance
Revista de Administração Contemporânea, 2022 Context: empirical problems in which the researcher is faced with a model that is partially specified. In these cases, the GMM method is the natural alternative for estimating the parameters of interest.
A. Genaro, Paula Astorino
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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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The Shadow Economy and Globalization: A Comparison Between Difference GMM and System GMM Approaches [PDF]
International Journal of Business and Development Studies, 2014 In a general classification, the economy of any country is divided into two parts of official and invisible economies. Invisible activities drop outside the scope of the law and official economy and strongly affect socioeconomic development and the ...
Mansour Zarra-Nezhad +2 more
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New Managerial Overconfidence Assessment Model and Earnings Forecasts: Generalized Method of Moments (GMM) [PDF]
مطالعات تجربی حسابداری مالی, 2019 Management earnings forecast is one of the most important information resources in capital markets. The literature suggests managerial overconfidence is an effecting factors on the earnings forecasts’ accuracy.
Sauber Sheri Anaghiz +2 more
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