Results 31 to 40 of about 39,652 (196)
Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators [PDF]
, 2018 I propose a nonparametric iid bootstrap that achieves asymptotic refinements for t tests and confidence intervals based on GMM estimators even when the model is misspecified.
Seojeong Lee
semanticscholar +1 more source
On the Interpretation of Instrumental Variables in the Presence of Specification Errors
Econometrics, 2015 The method of instrumental variables (IV) and the generalized method of moments (GMM), and their applications to the estimation of errors-in-variables and simultaneous equations models in econometrics, require data on a sufficient number of instrumental ...
P.A.V.B. Swamy +2 more
doaj +1 more source
Journal of Econometrics, 2018 According to the conventional asymptotic theory, the two-step Generalized Method of Moments (GMM) estimator and test perform as least as well as the one-step estimator and test in large samples.
Jungbin Hwang, Yixiao Sun
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Exact computation of GMM estimators for instrumental variable quantile regression models
, 2017 We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed integer quadratic programming problem.
Chen, Le-Yu, Lee, Sokbae
core +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 ...
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Financial development and innovation: Do institutions and human capital matter?
Heliyon, 2023 This paper explores the dynamic link between financial development and innovation, while accounting for human capital and institutional quality for 29 OECD countries spanning 40 years (1980–2019). The findings based on Generalized Method of Moments (GMM)
Francis Atsu, Samuel Adams
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Sukuk and Endogenous Growth in Indonesia: Generalized Method of Moments Approach
Proceedings of the 1st Aceh Global Conference (AGC 2018), 2019 This research analyzes the effect of sukuk and several financial instruments (stocks and bonds) on economic growth in Indonesia. The data is quarterly time series started from 2002 till 2017 using Generalized Method of Moments (GMM) analysis model.
J. Junaidi, A. Jamal, S. Syahnur
semanticscholar +1 more source
Parameter Estimation of Gaussian Stationary Processes using the Generalized Method of Moments [PDF]
, 2016 We consider the class of all stationary Gaussian process with explicit parametric spectral density. Under some conditions on the autocovariance function, we defined a GMM estimator that satisfies consistency and asymptotic normality, using the Breuer ...
L. Barboza, F. Viens
semanticscholar +1 more source
Dividend policy in Indonesian banking sector during COVID-19 pandemic period
Cogent Social Sciences, 2023 This research examines the effect of the crisis caused by the COVID-19 pandemic on the dividend policy in banking companies in Indonesia with the focus on the 2014 to 2020 period.
Puguh Budi Santosa +3 more
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Analyzing dwell times with the Generalized Method of Moments.
PLoS ONE, 2019 The Generalized Method of Moments (GMM) is a statistical method for the analysis of samples from random processes. First developed for the analysis of econometric data, the method is here formulated to extract hidden kinetic parameters from measurements ...
Sadie Piatt, Allen C Price
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