Results 11 to 20 of about 14,996 (335)
Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data [PDF]
Industrial Marketing Management, 2018 Endogeneity bias can lead to inconsistent estimates and incorrect inferences, which may provide misleading conclusions and inappropriate theoretical interpretations. Sometimes, such bias can even lead to coefficients having the wrong sign. Although this is a long-standing issue, it is now emerging in marketing and management science, with high-ranked ...
Ullah, Subhan +2 more
exaly +6 more sources
The modeling of medical expenditure data from a longitudinal survey using the generalized method of moments (GMM) approach. [PDF]
Stat Med, 2016 Medical expenditure data analysis has recently become an important problem in biostatistics. These data typically have a number of features making their analysis rather difficult. Commonly, they are heavily right‐skewed, contain a large percentage of zeros, and often exhibit large numbers of missing observations because of death and/or the lack of ...
Hass Z +4 more
europepmc +7 more sources
Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
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
doaj +3 more sources
A Tutorial on the Generalized Method of Moments (GMM) in Finance
Revista de Administração Contemporânea, 2022 ABSTRACT 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. Objective: the goal of this paper is to offer a tutorial that allows the researcher to understand both the theory and empirical aspects of ...
Alan de Genaro, Paula Astorino
semanticscholar +4 more sources
Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models [PDF]
Psychometrika, 2014 The common maximum likelihood (ML) estimator for structural equation models (SEMs) has optimal asymptotic properties under ideal conditions (e.g., correct structure, no excess kurtosis, etc.) that are rarely met in practice. This paper proposes model-implied instrumental variable – generalized method of moments (MIIV-GMM) estimators for latent variable
Bollen, Kenneth A. +2 more
openaire +3 more sources
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
doaj +2 more sources
Fixed Effect Meta-Analytic Structural Equation Modeling (MASEM) Estimation Using Generalized Method of Moments (GMM) [PDF]
Symmetry, 2021 The fixed effect meta-analytic structural equation modeling (MASEM) model assumes that the population effect is homogeneous across studies. It was first developed analytically using Generalized Least Squares (GLS) and computationally using Weighted Least Square (WLS) methods.
Rahmawati Erma Standsyah +2 more
openaire +3 more sources
International Journal of Economics and Finance, 2017 The study examines the factors influencing auditor independence among listed companies in Nigeria. A sample of 65 firms out of the 194 listed on the Nigerian Stock Exchange (NSE) were purposively selected for analysis, these comprise 14 money deposit banks (financial), 1 mortgage bank and 50 non-financial firms.
M. Salawu
openaire +3 more sources
Investigating the effect of trust on economic growth in developed and developing countries (Generalized Method of Moments (GMM)) [PDF]
مجله توسعه و سرمایه, 2022 Objective: According to studies, one of the main determinants of economic growth and development is social capital, which has different components. One of the main components of social capital is "trust", which is an essential aspect of economic and ...
Afson Rahimi +2 more
doaj +2 more sources
Gusau Journal of Accounting and Finance, 2021 In the present day, no large firm especially manufacturing industry has the wherewithal to single handedly finance its operation. Thereby, financing its operation through equity and debt financing become concerning. Despite these, there has been silence
Safiya Usman Onozare +1 more
doaj +1 more source