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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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
semanticscholar +1 more source
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
semanticscholar +1 more source
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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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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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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Investigating the Relationship between Physical Infrastructure and Economic Growth in the Middle East and North Africa [PDF]
المجلة العلمية للاقتصاد والتجارة, 2020 This paper investigates the impact of physical infrastructure development on economic growth in MENA region. It adopts generalized method of moments with system estimators to estimate an endogenous growth model during 2000-2016 for a sample of 30 ...
Waleed Mohamed Youssef
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Economies, 2022 This research examines the effect of the crisis due to the COVID-19 pandemic on dividend policy in Indonesia. The purposive sampling method was used to collect data from corporates listed on the IDX from 2014 to 2020 and analyzed using static and dynamic
Georgina Maria Tinungki +2 more
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