Relevant bibliographies by topics / Generalized Method of Moments

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Generalized Method of Moments'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Generalized Method of Moments"

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Dell'Aquila, Rosario. "Generalized Method of Moments." Journal of the American Statistical Association 101, no. 475 (2006): 1309–10. http://dx.doi.org/10.1198/jasa.2006.s120.

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Hu, Yi, Xiaohua Xia, Ying Deng, and Dongmei Guo. "Higher Order Mean Squared Error of Generalized Method of Moments Estimators for Nonlinear Models." Discrete Dynamics in Nature and Society 2014 (2014): 1–8. http://dx.doi.org/10.1155/2014/324904.

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Generalized method of moments (GMM) has been widely applied for estimation of nonlinear models in economics and finance. Although generalized method of moments has good asymptotic properties under fairly moderate regularity conditions, its finite sample performance is not very well. In order to improve the finite sample performance of generalized method of moments estimators, this paper studies higher-order mean squared error of two-step efficient generalized method of moments estimators for nonlinear models. Specially, we consider a general nonlinear regression model with endogeneity and deri
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Kuersteiner, Guido M., and Laszlo Matyas. "Generalized Method of Moments Estimation." Journal of the American Statistical Association 95, no. 451 (2000): 1014. http://dx.doi.org/10.2307/2669498.

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Yin, Guosheng, Yanyuan Ma, Faming Liang, and Ying Yuan. "Stochastic Generalized Method of Moments." Journal of Computational and Graphical Statistics 20, no. 3 (2011): 714–27. http://dx.doi.org/10.1198/jcgs.2011.09210.

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Čížek, Pavel. "Generalized method of trimmed moments." Journal of Statistical Planning and Inference 171 (April 2016): 63–78. http://dx.doi.org/10.1016/j.jspi.2015.11.004.

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Yin, Guosheng. "Bayesian generalized method of moments." Bayesian Analysis 4, no. 2 (2009): 191–207. http://dx.doi.org/10.1214/09-ba407.

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Andrews, Donald W. K. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation." Econometrica 67, no. 3 (1999): 543–63. http://dx.doi.org/10.1111/1468-0262.00036.

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Hansen, Bruce E., and Kenneth D. West. "Generalized Method of Moments and Macroeconomics." Journal of Business & Economic Statistics 20, no. 4 (2002): 460–69. http://dx.doi.org/10.1198/073500102288618603.

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K. Newey, Whitney. "Generalized method of moments specification testing." Journal of Econometrics 29, no. 3 (1985): 229–56. http://dx.doi.org/10.1016/0304-4076(85)90154-x.

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Hunana, P., T. Passot, E. Khomenko, et al. "Generalized Fluid Models of the Braginskii Type." Astrophysical Journal Supplement Series 260, no. 2 (2022): 26. http://dx.doi.org/10.3847/1538-4365/ac5044.

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Abstract Several generalizations of the well-known fluid model of Braginskii (1965) are considered. We use the Landau collisional operator and the moment method of Grad. We focus on the 21-moment model that is analogous to the Braginskii model, and we also consider a 22-moment model. Both models are formulated for general multispecies plasmas with arbitrary masses and temperatures, where all of the fluid moments are described by their evolution equations. The 21-moment model contains two “heat flux vectors” (third- and fifth-order moments) and two “viscosity tensors” (second- and fourth-order
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Dissertations / Theses on the topic "Generalized Method of Moments"

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Shin, Changmock. "Entropy Based Moment Selection in Generalized Method of Moments." NCSU, 2005. http://www.lib.ncsu.edu/theses/available/etd-06072005-112026/.

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GMM provides a computationally convenient estimation method and the resulting estimator can be shown to be consistent and asymptotically normal under the fairly moderate regularity conditions. It is widely known that the information content in the population moment condition has impacts on the quality of the asymptotic approximation to finite sample behavior. This dissertation focuses on a moment selection procedure that leads us to choose relevant (asymptotically efficient and non-redundant) moment conditions in the presence of weak identification. The contributions of this dissertation can b
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Lai, Yanzhao. "Generalized method of moments exponential distribution family." View electronic thesis (PDF), 2009. http://dl.uncw.edu/etd/2009-2/laiy/yanzhaolai.pdf.

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Liang, Yitian. "Generalized method of moments : theoretical, econometric and simulation studies." Thesis, University of British Columbia, 2011. http://hdl.handle.net/2429/36866.

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The GMM estimator is widely used in the econometrics literature. This thesis mainly focus on three aspects of the GMM technique. First, I derive the prooves to study the asymptotic properties of the GMM estimator under certain conditions. To my best knowledge, the original complete prooves proposed by Hansen (1982) is not easily available. In this thesis, I provide complete prooves of consistency and asymptotic normality of the GMM estimator under some stronger assumptions than those in Hansen (1982). Second, I illustrate the application of GMM estimator in linear models. Specifically, I empha
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CUNHA, JOAO MARCO BRAGA DA. "ESTIMATING ARTIFICIAL NEURAL NETWORKS WITH GENERALIZED METHOD OF MOMENTS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2015. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26922@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>As Redes Neurais Artificiais (RNAs) começaram a ser desenvolvidas nos anos 1940. Porém, foi a partir dos anos 1980, com a popularização e o aumento de capacidade dos computadores, que as RNAs passaram a ter grande relevância. Também nos anos 1980, houve dois outros acontecimentos acadêmicos relacionados ao presente trabalho: (i) um grande crescimento do interesse de econometristas por modelos não lineares, que culminou nas abordagens economét
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Koci, Eni. "The stochastic discount factor and the generalized method of moments." Digital WPI, 2006. https://digitalcommons.wpi.edu/etd-theses/873.

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"The fundamental theorem of asset pricing in finance states that the price of any asset is its expected discounted payoff. Ideally, the payoff is discounted by a factor, which depends on parameters present in the market, and it should be unique, in the sense that financial derivatives should be able to be priced using the same discount factor. In theory, risk neutral valuation implies the existence of a positive random variable, which is called the stochastic discount factor and is used to discount the payoffs of any asset. Apart from asset pricing another use of stochastic discount factor is
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Gajic, Ruzica, and Isabelle Söder. "Arbetslöshetsförsäkringens finansiering : Hur påverkas arbetslöshetskassornas medlemsantal av en förhöjd grad av avgiftsfinansiering?" Thesis, Uppsala University, Department of Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-126711.

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<p>Sedan årsskiftet 2006/2007 har antalet medlemmar i arbetslöshetskassorna minskat drastiskt. Under samma period har ett flertal reformer genomförts på arbetslöshetsförsäkringens område som bland annat resulterat i höjda medlemsavgifter för de flesta a-kassorna. Syftet med denna uppsats är att undersöka huruvida det över tid går att finna något samband mellan förändringar i medlemsantal och medlemsavgifter. För att undersöka detta måste man förutom avgifterna även ta hänsyn till andra variabler kopplade till arbetslöshetsförsäkringen. Dessa övriga variabler är grundbelopp, högsta dagpenning,
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BrandÃo, Jose Wellington. "Os efeitos da estrutura de propriedade sobre a politica de dividendos da empresa brasileira." Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14523.

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nÃo hÃ<br>A despeito dos diversos achados, ao longo de dÃcadas, sobre a polÃtica de dividendos, a ecisÃo de pagar dividendos ainda à um tema que segue em debate. Diversos fatores tÃm sido propostos como capazes de explicar a polÃtica de dividendos, como por exemplo, o lucro/rentabilidade, o dividendo prÃvio (manutenÃÃo na polÃtica de dividendos), tamanho da empresa, alavancagem, e oportunidades de crescimento. Mais recentemente, a literatura tem explorado a interferÃncia que a estrutura de propriedade pode ter sobre a distribuiÃÃo de dividendos. Neste contexto surgem as proposiÃÃes como a das
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Zhou, Zhuzhu. "Essays in Social Choice and Econometrics:." Thesis, Boston College, 2021. http://hdl.handle.net/2345/bc-ir:109181.

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Thesis advisor: Uzi Segal<br>The dissertation studies the property of transitivity in the social choice theory. I explain why we should care about transitivity in decision theory. I propose two social decision theories: redistribution regret and ranking regret, study their properties of transitivity, and discuss the possibility to find a best choice for the social planner. Additionally, in the joint work, we propose a general method to construct a consistent estimator given two parametric models, one of which could be incorrectly specified. In “Why Transitivity”, to explain behaviors violating
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Augustine-Ohwo, Odaro. "Estimating break points in linear models : a GMM approach." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html.

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In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined. This assumption may not always be valid when using data which span an extended period, as the underlying relationships between the variables in these models are exposed to various exogenous shifts. It is therefore imperative to examine the stability of models as failure to identify any changes could result in wrong predictions or inappropriate policy recommendations. This research proposes a method of estimating the location of break points in linear econometric models with
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Burk, David Morris. "Estimating the Effect of Disability on Medicare Expenditures." BYU ScholarsArchive, 2009. https://scholarsarchive.byu.edu/etd/2127.

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We consider the effect of disability status on Medicare expenditures. Disabled elderly historically have accounted for a significant portion of Medicare expenditures. Recent demographic trends exhibit a decline in the size of this population, causing some observers to predict declines in Medicare expenditures. There are, however, reasons to be suspicious of this rosy forecast. To better understand the effect of disability on Medicare expenditures, we develop and estimate a model using the generalized method of moments technique. We find that newly disabled elderly generally spend more than tho
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Books on the topic "Generalized Method of Moments"

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László, Mátyás, ed. Generalized method of moments estimation. Cambridge University Press, 1999.

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Li, Qian. Generalized difference method. Korea Advanced Institute of Science and Technology, Mathematics Research Center, 1997.

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Constanda, Christian, and Dale Doty. The Generalized Fourier Series Method. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-55849-9.

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Wang, J. J. H. Generalized moment methods in electromagnetics: Formulation and computer solution of integral equations. Wiley, 1991.

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S, Agranovich M., ed. Generalized method of eigenoscillations in diffraction theory. Wiley-VCH, 1999.

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Hasan, Rashedul, and Muhammad Ashfaq. Corruption and Credit Risk: Examining the Nexus Using Generalised Methods of Moments for Endogeneity Bias. SAGE Publications Ltd, 2023. http://dx.doi.org/10.4135/9781529668520.

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Gibson, Walton C. The method of moments in electromagnetics. Chapman & Hall/CRC, 2008.

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B, James B., Riley Michael F, and Langley Research Center, eds. Structural optimization by generalized, multilevel decomposition. National Aeronautics and Space Administration, Langley Research Center, 1985.

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Shaeffer, John F. MOM3D method of moments code: Theory manual. Lockheed Advanced Development Co., 1992.

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Bourlier, Christophe, Nicolas Pinel, and Gildas Kubické. Method of Moments for 2D Scattering Problems. John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118648674.

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Book chapters on the topic "Generalized Method of Moments"

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Wansbeek, Tom J. "Generalized Method of Moments." In International Series in Quantitative Marketing. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-53469-5_15.

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Qin, Jing. "Generalized Method of Moments." In Biased Sampling, Over-identified Parameter Problems and Beyond. Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-4856-2_7.

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Ahlawat, Samit. "Generalized Method of Moments." In Statistical Quantitative Methods in Finance. Apress, 2025. https://doi.org/10.1007/979-8-8688-0962-0_9.

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Gaspard, J. P., and Ph Lambin. "On a Generalized-Moments Method." In Springer Series in Solid-State Sciences. Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-82444-9_7.

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Hansen, Lars Peter. "Generalized Method of Moments Estimation." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2486.

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Hansen, Lars Peter. "Generalized Method of Moments Estimation." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2486-1.

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Hansen, Lars Peter. "Generalized Method of Moments Estimation." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-349-95121-5_2486-2.

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Hansen, Lars Peter. "Generalized method of moments estimation." In Macroeconometrics and Time Series Analysis. Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280830_13.

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Lee, Myoung-jae. "Nonlinear Models and Generalized Method of Moments." In Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2550-6_6.

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Wilson, Jeffrey R., and Kent A. Lorenz. "Generalized Method of Moments Logistic Regression Model." In ICSA Book Series in Statistics. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-23805-0_7.

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Conference papers on the topic "Generalized Method of Moments"

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Li, He, Zhaojing Wang, Xinrong Hu, Xiaoli Ruan, Fei Yang, and Xiaoyun Yan. "Industrial Process Soft Sensing Based on Nonlinear Sparse Generalized Method of Moments Estimation Model and Relevance Vector Regression." In 2024 IEEE International Symposium on Product Compliance Engineering - Asia (ISPCE-ASIA). IEEE, 2024. http://dx.doi.org/10.1109/ispce-asia64773.2024.10756253.

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Nair, N. V., and B. Shanker. "Implementation of Generalized Method of Moments." In 2009 IEEE Antennas and Propagation Society International Symposium (APSURSI). IEEE, 2009. http://dx.doi.org/10.1109/aps.2009.5171540.

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Dault, D., and B. Shanker. "A penalty method for the Generalized Method of Moments." In 2014 IEEE International Symposium on Antennas and Propagation & USNC/URSI National Radio Science Meeting. IEEE, 2014. http://dx.doi.org/10.1109/aps.2014.6905408.

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Abdujalilova, Guzal Saydillayevna. "Generalized method of moments in time series estimation." In THE 15TH UNIVERSITI MALAYSIA TERENGGANU ANNUAL SYMPOSIUM 2021 (UMTAS 2021). AIP Publishing, 2023. http://dx.doi.org/10.1063/5.0153367.

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Dault, D., and B. Shanker. "Smooth current mappings for the Generalized Method of Moments." In 2014 IEEE International Symposium on Antennas and Propagation & USNC/URSI National Radio Science Meeting. IEEE, 2014. http://dx.doi.org/10.1109/aps.2014.6905409.

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Herraiz, Joaquín L., Miguel A. Morcillo, and Jose M. Udias. "Dynamic PET imaging with the generalized method of moments." In The Fifteenth International Meeting on Fully Three-Dimensional Image Reconstruction in Radiology and Nuclear Medicine, edited by Samuel Matej and Scott D. Metzler. SPIE, 2019. http://dx.doi.org/10.1117/12.2534837.

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Dault, D., and B. Shanker. "A hierarchical scheme based on the generalized method of moments." In 2013 USNC-URSI Radio Science Meeting (Joint with AP-S Symposium). IEEE, 2013. http://dx.doi.org/10.1109/usnc-ursi.2013.6715398.

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Sand, Francis M. "Generalized method of moments for shape distribution in random images." In SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, edited by Edward R. Dougherty, Francoise J. Preteux, and Sylvia S. Shen. SPIE, 1995. http://dx.doi.org/10.1117/12.216357.

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Chobanyan, Elene, Branislav M. Notaros, and Milan M. Ilic. "Scattering analysis using generalized volume-surface integral equation method of moments." In 2014 IEEE International Symposium on Antennas and Propagation & USNC/URSI National Radio Science Meeting. IEEE, 2014. http://dx.doi.org/10.1109/aps.2014.6905394.

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Junaidi, Junaidi, Abd Jamal, and Sofyan Syahnur. "Sukuk and Endogenous Growth in Indonesia: Generalized Method of Moments Approach." In Proceedings of the 1st Aceh Global Conference (AGC 2018). Atlantis Press, 2019. http://dx.doi.org/10.2991/agc-18.2019.95.

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Reports on the topic "Generalized Method of Moments"

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Gallant, Ron, Raffaella Giacomini, and Giuseppe Ragusa. Generalized method of moments with latent variables. Institute for Fiscal Studies, 2013. http://dx.doi.org/10.1920/wp.cem.2013.5013.

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Wilhelm, Daniel. Optimal bandwidth selection for robust generalized method of moments estimation. Cemmap, 2014. http://dx.doi.org/10.1920/wp.cem.2014.1514.

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Burnside, Craig, and Martin Eichenbaum. Small Sample Properties of Generalized Method of Moments Based Wald Tests. National Bureau of Economic Research, 1994. http://dx.doi.org/10.3386/t0155.

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Lynch, Anthony, and Jessica Wachter. Using Samples of Unequal Length in Generalized Method of Moments Estimation. National Bureau of Economic Research, 2008. http://dx.doi.org/10.3386/w14411.

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Neely, Christopher J. A Reconsideration of the Properties of the Generalized Method of Moments in Asset Pricing Models. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.010.

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Clarke, Paul S., Tom M. Palmer, and Frank Windmeijer. Estimating structural mean models with multiple instrumental variables using the generalised method of moments. Institute for Fiscal Studies, 2011. http://dx.doi.org/10.1920/wp.cem.2011.2811.

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Druska, Viliam, and William Horrace. Generalized Moments Estimation for Panel Data. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/t0291.

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Taylor, Douglas. Hybrid Version of Method of Moments Computer Code: IBC3D. Defense Technical Information Center, 1999. http://dx.doi.org/10.21236/ada363040.

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Babuska, Ivo, Uday Banerjee, and John E. Osborn. Superconvergence in the Generalized Finite Element Method. Defense Technical Information Center, 2005. http://dx.doi.org/10.21236/ada440610.

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Sanders, Seth R., J. M. Noworolski, Xiaojun Z. Liu, and George C. Verghese. Generalized Averaging Method for Power Conversion Circuits. Defense Technical Information Center, 1990. http://dx.doi.org/10.21236/ada221977.

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