Generalized Method of Moments
Bayesian generalized method of moments
... Bayesian Generalized Method of Moments Guosheng Yin ∗ ...Bayesian generalized method of moments (GMM), which is particularly useful when likelihood-based methods are ...the ...
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Generalized Method-of-Moments for Rank Aggregation
... Citation Azari Soufiani, Hossein, William Z. Chen, David C. Parkes, and Lirong Xia. 2013. Generalized Method-of-Moments for Rank Aggregation. Presented at NIPS 2013, Lake Tahoe, Nevada, Dec 5-8, ...
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The Generalized Method of Moments for Mixture and Mixed Models
... the generalized moments; see Chapter ...the generalized method of moments and designing the computational algorithms which are associated with the proposed estimators in later ...The ...
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EFFECTS OF OVERCONFIDENT MANAGERS ON THE CAPITAL USING GENERALIZED METHOD OF MOMENTS
... overconfident manager on firms’ capital structure with using generalized method of moments which has not been investigated before. In other words, in this study, we try to determine whether ...
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Moderate deviations of generalized method of moments and empirical likelihood estimators
... the generalized method of moments and generalized empirical likelihood estimators for generalized estimating equations, where the number of equations can be larger than the number of ...
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Using Samples of Unequal Length in Generalized Method of Moments Estimation
... ABSTRACT Many applications in financial economics use data series with different starting or ending dates. This paper describes estimation methods, based on the generalized method of moments (GMM), ...
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Optimal bandwidth selection for robust generalized method of moments estimation
... two-step generalized method of moments estimation procedure can be made robust to heteroskedasticity and autocorrelation in the data by using a nonpara- metric estimator of the optimal weighting ...
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Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data
... characteristics on performance. Due to endogeneity bias, the result of our analyses indicates significant differences in findings reported under the ordinary least square (OLS) approach, fixed effects and the ...
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Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation
... imputation method to handle missing response values based on semiparametric quantile regression ...proposed method, the missing re- sponse values are generated using the estimated conditional quantile ...
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Finance-Growth Nexus in Africa: A Panel Generalized Method of Moments (GMM) Analysis
... panel generalized method of moments (GMM), a statistical tool which, to the best knowledge of the author, has not been used for investigation into the finance-growth in the African context; thus, ...
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An Empirical Analysis of Affine Term Structure Models Using the Generalized Method of Moments
... K.U. Leuven and Erasmus University Rotterdam December 22, 2000 Abstract In this paper we formulate two tractable two-factor a¢ne term structure models, imposing weak assumptions on the distributions of the measure- ment ...
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Corruption and Democracy in Middle East and North Africa Countries: Dynamic Generalized Method of Moments
... dynamic generalized method of moments during the period 1984-2013 in 13 Middle East and North Africa (MENA) countries namely Algeria, Bahrain, Egypt, Iraq, Iran, Kuwait, Lebanon, Morocco, Qatar, ...
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Power Analysis of Longitudinal Data with Time-Dependent Covariates Using Generalized Method of Moments
... a generalized method of moments for estimating the coefficients in such data, the necessity of taking approaches that make use of all the valid moment conditions with each time-dependent and ...
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Model Selection for Longitudinal Data With Time-Dependent Covariates Using Generalized Method of Moments
... CHAPTER V CONCLUSIONS In this research, a novel use of the Kullback-Leibler divergence principle was applied to conceive the Kullback-Leibler Information Criterion (KLIC) as a model selection criterion for models ...
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Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components
... 1 Introduction Nowadays, when study econometric models for panel data, the error components model is one of the most frequently used. This frequency comes from its parsimonious specifcation of heterogeneity accros the ...
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Effect of health capital on the economic growth process of Iranian provinces using generalized method of moments approach
... Many studies have been conducted on the relationship between education as an indicator of human capital and economic growth in our country. However, there have been a few studies regarding the simultaneous impact of ...
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Generalized Method of Moments Estimation
... • In practice, researchers find it useful that GMM estimators can be constructed without specifying the full data generating process (which would be required to write down the maximum likelihood estimator.) This ...
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Generalized method of moments estimators in Stata
... The structure of the moment conditions for some models is too complicated to fit into the interactive syntax used thus far For example, Wooldridge (1999, 2002); Blundell, Griffith, and W[r] ...
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Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
... 6. Conclusion The gmm package offers complete and flexible algorithms to estimate models by GMM and GEL. Several options are available which allow to choose among several GMM and GEL methods and many different HAC matrix ...
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Entropy Based Moment Selection in Generalized Method of Moments
... • “Entropy Based Moment Selection in the Presence of Weak Identification” (paper with Alastair Hall and Atushi Inoue), A Conference in Honor of George Judge The 2nd Con- ference on Infor[r] ...
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