Relevant bibliographies by topics / GMM estimator

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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 'GMM estimator'

Author: Grafiati
Published: 4 June 2021
Last updated: 26 July 2025

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Journal articles on the topic "GMM estimator"

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Lee, Lung-fei, and Xiaodong Liu. "EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES." Econometric Theory 26, no. 1 (2009): 187–230. http://dx.doi.org/10.1017/s0266466609090653.

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In this paper, we extend the GMM framework for the estimation of the mixed-regressive spatial autoregressive model by Lee(2007a) to estimate a high order mixed-regressive spatial autoregressive model with spatial autoregressive disturbances. Identification of such a general model is considered. The GMM approach has computational advantage over the conventional ML method. The proposed GMM estimators are shown to be consistent and asymptotically normal. The best GMM estimator is derived, within the class of GMM estimators based on linear and quadratic moment conditions of the disturbances. The b
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Abonazel, Mohamed. "Bias correction methods for dynamic panel data models with fixed effects." International Journal of Applied Mathematical Research 6, no. 2 (2017): 58. http://dx.doi.org/10.14419/ijamr.v6i2.7774.

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This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects, which suggested in econometric literature, such as least squares (LS) and generalized method of moments (GMM). These methods obtain biased estimators for DPD models. The LS estimator is inconsistent when the time dimension (T) is short regardless of the cross-sectional dimension (N). Although consistent estimates can be obtained by GMM procedures, the inconsistent LS estimator has a relatively low variance and hence can lead to an estimator with lower root mean square error after the bias is rem
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Standsyah, Rahmawati Erma, Bambang Widjanarko Otok, and Agus Suharsono. "Fixed Effect Meta-Analytic Structural Equation Modeling (MASEM) Estimation Using Generalized Method of Moments (GMM)." Symmetry 13, no. 12 (2021): 2273. http://dx.doi.org/10.3390/sym13122273.

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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. The MASEM fixed effect was not estimated analytically using the estimation method based on moment. One of the classic estimation methods based on moment is the Generalized Method of Moments (GMM), whereas GMM can possibly estimate the data whose studies has parameter uncertainty problems, it also has a high accuracy on da
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Abonazel, Mohamed R., Mohamed Abdallah, and El-Housainy A. Rady. "On New Two-Step GMM Estimation of the Panel Vector Autoregressive Models with Missing observations." WSEAS TRANSACTIONS ON MATHEMATICS 21 (September 20, 2022): 671–83. http://dx.doi.org/10.37394/23206.2022.21.79.

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Few estimation methods were discussed to handle the missing data problem in the panel data models. However, in the panel vector autoregressive (PVAR) model, there is no estimator to handle this problem. The traditional treatment in the case of incomplete data is to use the generalized method of moment (GMM) estimation based on only available data without imputation of the missing data. Therefore, this paper introduces a new GMM estimation for the PVAR model in case of incomplete data based on the mean imputation. Moreover, we make a Monte Carlo simulation study to study the efficiency of the p
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Caner, Mehmet. "LASSO-TYPE GMM ESTIMATOR." Econometric Theory 25, no. 1 (2009): 270–90. http://dx.doi.org/10.1017/s0266466608090099.

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This paper proposes the least absolute shrinkage and selection operator–type (Lasso-type) generalized method of moments (GMM) estimator. This Lasso-type estimator is formed by the GMM objective function with the addition of a penalty term. The exponent of the penalty term in the regular Lasso estimator is equal to one. However, the exponent of the penalty term in the Lasso-type estimator is less than one in the analysis here. The magnitude of the exponent is reduced to avoid the asymptotic bias. This estimator selects the correct model and estimates it simultaneously. In other words, this meth
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Cheng, Xu, Zhipeng Liao, and Ruoyao Shi. "On uniform asymptotic risk of averaging GMM estimators." Quantitative Economics 10, no. 3 (2019): 931–79. http://dx.doi.org/10.3982/qe711.

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This paper studies the averaging GMM estimator that combines a conservative GMM estimator based on valid moment conditions and an aggressive GMM estimator based on both valid and possibly misspecified moment conditions, where the weight is the sample analog of an infeasible optimal weight. We establish asymptotic theory on uniform approximation of the upper and lower bounds of the finite‐sample truncated risk difference between any two estimators, which is used to compare the averaging GMM estimator and the conservative GMM estimator. Under some sufficient conditions, we show that the asymptot
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Newey, Whitney K. "Asymptotic Equivalence of Closest Moments and GMM Estimators." Econometric Theory 4, no. 2 (1988): 336–40. http://dx.doi.org/10.1017/s0266466600012093.

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This note considers an asymptotic property of the class of closest moments estimators. Each such estimator is obtained by setting a vector of sample moments close to corresponding population moments. It is shown that each such estimator is asymptotically equivalent to a GMM estimator, which has a quadratic distance function. An implication of this result is that the estimator that is asymptotically efficient in the GMM class is also asymptotically efficient in the wider class of closest moment estimators.
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Kitamura, Yuichi, and Peter C. B. Phillips. "Efficient IV Estimation in Nonstationary Regression." Econometric Theory 11, no. 5 (1995): 1095–130. http://dx.doi.org/10.1017/s026646660000997x.

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A limit theory for instrumental variables (IV) estimation that allows for possibly nonstationary processes was developed in Kitamura and Phillips (1992, Fully Modified IV, GIVE, and GMM Estimation with Possibly Non-stationary Regressors and Instruments, mimeo, Yale University). This theory covers a case that is important for practitioners, where the nonstationarity of the regressors may not be of full rank, and shows that the fully modified (FM) regression procedure of Phillips and Hansen (1990) is still applicable. FM. versions of the generalized method of moments (GMM) estimator and the gene
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Lee, Ji Hyung, and Zhipeng Liao. "ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS." Econometric Theory 34, no. 4 (2017): 790–814. http://dx.doi.org/10.1017/s026646661700024x.

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This paper studies the GMM estimation and inference problem that occurs when the Jacobian of the moment conditions is rank deficient of known forms at the true parameter values. Dovonon and Renault (2013) recently raised a local identification issue stemming from this type of degenerate Jacobian. The local identification issue leads to a slow rate of convergence of the GMM estimator and a nonstandard asymptotic distribution of the over-identification test statistics. We show that the known form of rank-deficient Jacobian matrix contains nontrivial information about the economic model. By explo
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Moyo, Vusani. "Dynamic Capital Structure Adjustment: Which estimator yields consistent and efficient estimates?" Journal of Economic and Financial Sciences 9, no. 1 (2017): 209–27. http://dx.doi.org/10.4102/jef.v9i1.38.

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The partial adjustment model is key to a number of corporate finance research areas. The model is by its nature an autoregressive-distributed lag model that is characterised by heterogeneity among individuals and autocorrelation due to the presence of the lagged dependent variable. Finding a suitable estimator to fit the model can be challenging, as the existing estimators differ significantly in their consistency and bias. This study used data drawn from 143 non-financial firms listed on the Johannesburg Stock Exchange (JSE) to test for the consistency and efficiency of the leading partial ad
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Dissertations / Theses on the topic "GMM estimator"

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Costa, Paulo Renato Freitas. "Aproximações assimptóticas na análise da heterogeneidade negligenciada em modelos de duração." Master's thesis, Instituto Superior de Economia e Gestão, 2005. http://hdl.handle.net/10400.5/18849.

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Mestrado em Econometria Aplicada e Previsão<br>Na análise econométrica de modelos de duração, é bastante comum depararmo- nos com a existência de heterogeneidade negligenciada. Este problema deve-se, em grande parte, ao facto de não ser possível observar todas as características individuais que afectam a duração de um evento. Neste trabalho, utilizando aproximações assimptóticas, vamos estudar o im- pacto da heterogeneidade em modelos de duração com parâmetro de escala. Como as aproximações são sensíveis ao efeito da heterogeneidade, irão constituir a base para a construção de um
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Molinari, Benedetto. "Sticky information and non-pricing policies in DSGE models." Doctoral thesis, Universitat Pompeu Fabra, 2008. http://hdl.handle.net/10803/7379.

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La tesis consta de dos partes. En la primera parte se analiza la relación entre las fricciones en los flujos de información que llegan a la empresa y la persistencia del patrón de la inflación. En particular, se presenta un nuevo estimador por el modelo de Makiw y Reis (2002) "Sticky Information Phillips Curve", y se aplica usando datos trimestrales de EE.UU. El resultado principal es que el modelo tan solo puede explicar la persistencia de la inflación asumiendo que la variancia de la inflación sea mucho mas grande de la que observamos o, equivalentemente, que el modelo no puede explicar conj
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Liao, Shaojuan. "Three Essays on Economic Growth and Technology Development: Considering the Spillover Effects." Diss., Virginia Tech, 2012. http://hdl.handle.net/10919/37808.

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This dissertation consists of three essays on the empirical analysis of economic growth and technology development. In particular, I consider spillover effects in different frameworks. The first chapter outlines the three topics involved and briefly discusses the motivations, methods as well as some conclusions in each of the following chapters. The second chapter considers the spillovers in economic growth and convergence. Spillovers are prevalent in nowadays' economy. I formally model the spillover effects as the interdependence of total factor productivity (TFP), and develop a model in whi
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Souza, Junior Celso Vila Nova de. "Tournaments in the public sector." Thesis, Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/22538.

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PACE, MARIA LUCIA. "La diseguaglianza di opportunità in Italia." Doctoral thesis, Università Cattolica del Sacro Cuore, 2017. http://hdl.handle.net/10280/35716.

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La diseguaglianza dei redditi è comunemente analizzata e misurata attraverso l’impiego di varie misure quali l’indice di Gini, il coefficiente di variazione, l’indice di Theil, la varianza dei logaritmi ed altri ancora (Sen, 1970). A partire dagli anni ’90 l’applicazione di tecniche di scomposizione relative, ad esempio, all’indice di Theil hanno reso possibile quantificare due diverse componenti della diseguaglianza ovvero la disuguaglianza legata allo sforzo individuale e la disuguaglianza dovuta alle ineguali opportunità. Questa seconda componente dipende esclusivamente da fattori esogeni,
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PACE, MARIA LUCIA. "La diseguaglianza di opportunità in Italia." Doctoral thesis, Università Cattolica del Sacro Cuore, 2017. http://hdl.handle.net/10280/35716.

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La diseguaglianza dei redditi è comunemente analizzata e misurata attraverso l’impiego di varie misure quali l’indice di Gini, il coefficiente di variazione, l’indice di Theil, la varianza dei logaritmi ed altri ancora (Sen, 1970). A partire dagli anni ’90 l’applicazione di tecniche di scomposizione relative, ad esempio, all’indice di Theil hanno reso possibile quantificare due diverse componenti della diseguaglianza ovvero la disuguaglianza legata allo sforzo individuale e la disuguaglianza dovuta alle ineguali opportunità. Questa seconda componente dipende esclusivamente da fattori esogeni,
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Hemvanich, Sanha. "GMM estimation for nonignorable missing data : theory and practice." Thesis, University of Warwick, 2007. http://wrap.warwick.ac.uk/1148/.

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This thesis develops several Generalized Method ofMoments (GMM) estimators for analysing Not Missing at Random (NMAR) data, which is commonly referred to as the self-selection problem in an economic context. We extend the semiparametric estimation procedures of Ramalho and Smith (2003) to include the case where the missing data mechanism (MDM) depends on both a continuous response variable and covariates. Within this framework, it is possible to avoid imposing any assumptions on the missing data mechanism. We also discuss the asymptotic properties of the proposed GMM estimators and establish t
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Lee, Jungick. "Three Essays on Nonstationary Time Series and GMM Estimation." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1275418825.

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Mammi, Irene. "Essays in GMM estimation of dynamic panel data models." Thesis, IMT Alti Studi Lucca, 2011. http://e-theses.imtlucca.it/56/1/Mammi_phdthesis.pdf.

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The aim of the work is twofold. First, we investigate the properties of the dynamic panel data (DPD) GMM estimator when the instrument count is high. We introduce the extraction of principal components fromthe instrument matrix as an effective strategy to reduce the number of instruments. Through Monte Carlo experiments, we want to compare the performances of the GMM estimators when the instrument set is factorized, collapsed or limited. Second, we estimate fiscal response functions on simulated panels and on real data to identify the best-performing estimator in this context, where endogeneit
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Galiani, Sebastián. "A study of the Argentine labour market." Thesis, University of Oxford, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.312750.

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Books on the topic "GMM estimator"

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Hansen, Lars Peter. Finite sample properties of some alternative GMM estimators. Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1994.

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Finite Sample Properties of Some Alternative GMM Estimators. Creative Media Partners, LLC, 2022.

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Hansen, Lars Peter, John Heaton, and Amir Yaron. Finite Sample Properties of Some Alternative GMM Estimators. Franklin Classics, 2018.

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Hansen, Lars Peter, John Heaton, and Amir Yaron. Finite Sample Properties of Some Alternative Gmm Estimators. Franklin Classics Trade Press, 2018.

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Finite Sample Properties of Some Alternative GMM Estimators. Franklin Classics, 2018.

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Vieira, Fabiola Sulpino, Elton da Silva Chaves, Karen Sarmento Costa, Heber Dobis Bernarde, Liliane Cristina Gonçalves Bernardes, and Blenda Leite Saturnino Pereira. Texto para Discussão 3120. Instituto de Pesquisa Econômica Aplicada (Ipea), 2025. https://doi.org/10.38116/td3120-port.

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Os medicamentos são tecnologias essenciais na atenção à saúde e representam uma parcela considerável dos gastos em saúde dos países em todo o mundo. Na apuração dos gastos em medicamentos, a perspectiva orçamentária é fundamental para uma análise do peso das despesas com esses produtos nos recursos disponibilizados para o financiamento da saúde em determinado ano. Contudo, nos últimos anos, no Brasil, os registros dessas despesas feitos pelos estados, o Distrito Federal e os municípios em sistemas orçamentários nacionais perderam qualidade, principalmente devido à falta de informações completa
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NANDE-VÁZQUEZ, Edgard Alfredo, Teodoro REYES-FONG, and Omar Alejandro PÉREZ-CRUZ. The Generalized Least Squares Method (GMM) as a tool for causal analysis of spending, budget management and electoral results. ECORFAN, 2021. http://dx.doi.org/10.35429/b.2021.8.1.130.

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In the different fields of science, many times, there is a need to estimate the associations between variables, as an approach to understanding the interaction of one as a function of the others. It is usually done by applying restrictive models, such as analysis of variance and linear regression. This type of analysis requires that the dependent variable be continuous, have a normal and constant distribution of the mean and variance. However, when the dependent variable is discrete or categorical, the linear model is not viable. Faced with this impediment, the theory of linear models arises a
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Children's Hospital GME Support Authorization Act of 2006: Report (to accompany H.R. 5574) (including cost estimate of the Congressional Budget Office). U.S. G.P.O., 2006.

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Children's Hospital GME Support Reauthorization Act of 2011: Report (to accompany H.R. 1852) (including cost estimate of the Congressional Budget Office). U.S. G.P.O., 2011.

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Wang, Bin. Intraseasonal Modulation of the Indian Summer Monsoon. Oxford University Press, 2018. http://dx.doi.org/10.1093/acrefore/9780190228620.013.616.

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The strongest Indian summer monsoon (ISM) on the planet features prolonged clustered spells of wet and dry conditions often lasting for two to three weeks, known as active and break monsoons. The active and break monsoons are attributed to a quasi-periodic intraseasonal oscillation (ISO), which is an extremely important form of the ISM variability bridging weather and climate variation. The ISO over India is part of the ISO in global tropics. The latter is one of the most important meteorological phenomena discovered during the 20th century (Madden &amp; Julian, 1971, 1972). The extreme dry an
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Book chapters on the topic "GMM estimator"

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Windmeijer, Frank. "Efficiency Comparisons for a System GMM Estimator in Dynamic Panel Data Models." In Innovations in Multivariate Statistical Analysis. Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4603-0_11.

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Hua, Jinxing, and Fei Hao. "A K-Means and GMM-Based Fusion and Detection Algorithm Against FDI Attacks on Remote Estimator." In Lecture Notes in Electrical Engineering. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-99-6882-4_12.

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Inkmann, Joachim. "Computation of GMM Estimators." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56571-7_4.

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Kotchoni, Rachidi, and Marine Carrasco. "The Continuum-GMM estimation." In International Financial Markets. Routledge, 2019. http://dx.doi.org/10.4324/9781315162775-7.

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Inkmann, Joachim. "Asymptotic Properties of GMM Estimators." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56571-7_3.

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Inkmann, Joachim. "GMM Estimation with Optimal Weights." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56571-7_7.

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Inkmann, Joachim. "GMM Estimation with Optimal Instruments." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56571-7_8.

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Stroup, Walter W., Marina Ptukhina, and Julie Garai. "GLMM Estimation." In Generalized Linear Mixed Models, 2nd ed. Chapman and Hall/CRC, 2024. http://dx.doi.org/10.1201/9780429092060-7.

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Inkmann, Joachim. "The Conditional Moment Approach to GMM Estimation." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56571-7_2.

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Korostelev, Alexander, and Olga Korosteleva. "Sequential estimators." In Graduate Studies in Mathematics. American Mathematical Society, 2011. http://dx.doi.org/10.1090/gsm/119/06.

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Conference papers on the topic "GMM estimator"

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Peng, Chen, Jingrong Yu, Wenxuan Yao, Jiaqi Yu, and Hankang Tian. "Grid Impedance Estimation for Hybrid GFL and GFM Systems." In 2025 7th Asia Energy and Electrical Engineering Symposium (AEEES). IEEE, 2025. https://doi.org/10.1109/aeees64634.2025.11019996.

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Guan, Jian, Youde Liu, Qiaoxi Zhu, Tieran Zheng, Jiqing Han, and Wenwu Wang. "Time-Weighted Frequency Domain Audio Representation with GMM Estimator for Anomalous Sound Detection." In ICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2023. http://dx.doi.org/10.1109/icassp49357.2023.10096356.

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Jiang, Zhuxi, Yin Zheng, Huachun Tan, Bangsheng Tang, and Hanning Zhou. "Variational Deep Embedding: An Unsupervised and Generative Approach to Clustering." In Twenty-Sixth International Joint Conference on Artificial Intelligence. International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/273.

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Clustering is among the most fundamental tasks in machine learning and artificial intelligence. In this paper, we propose Variational Deep Embedding (VaDE), a novel unsupervised generative clustering approach within the framework of Variational Auto-Encoder (VAE). Specifically, VaDE models the data generative procedure with a Gaussian Mixture Model (GMM) and a deep neural network (DNN): 1) the GMM picks a cluster; 2) from which a latent embedding is generated; 3) then the DNN decodes the latent embedding into an observable. Inference in VaDE is done in a variational way: a different DNN is use
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Szarowská, Irena. "Impact of public R&D expenditure on economic growth in selected EU countries." In Business and Management 2016. VGTU Technika, 2016. http://dx.doi.org/10.3846/bm.2016.16.

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The aim of the paper is to investigate influence of research and development (R&amp;amp;D) expenditure on economic growth in 20 selected EU member states in the period 1995-2013, time span is also divided into a pre-crisis and a post-crisis period. Basic source of data is Eurostat database.The research is based on a dynamic panel regression model (GMM) and estimations are based on Arellan-Bond estimator (1991). Results confirm positive and statistically significant impact of government R&amp;amp;D expenditure, which is the main driver for economic growth during the analysed period. Importance
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Zhao, Wentian, Shaojie Wang, Zhihuai Xie, Jing Shi, and Chenliang Xu. "GAN-EM: GAN Based EM Learning Framework." In Twenty-Eighth International Joint Conference on Artificial Intelligence {IJCAI-19}. International Joint Conferences on Artificial Intelligence Organization, 2019. http://dx.doi.org/10.24963/ijcai.2019/612.

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Expectation maximization (EM) algorithm is to find maximum likelihood solution for models having latent variables. A typical example is Gaussian Mixture Model (GMM) which requires Gaussian assumption, however, natural images are highly non-Gaussian so that GMM cannot be applied to perform image clustering task on pixel space. To overcome such limitation, we propose a GAN based EM learning framework that can maximize the likelihood of images and estimate the latent variables. We call this model GAN-EM, which is a framework for image clustering, semi-supervised classification and dimensionality
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Peeters, Geoffroy, and Joachim Flocon-Cholet. "Perceptual tempo estimation using GMM-regression." In the second international ACM workshop. ACM Press, 2012. http://dx.doi.org/10.1145/2390848.2390861.

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Shekhovtsov, Alexander, and Vaclav Hlavac. "Joint Image GMM and Shading MAP Estimation." In 2010 20th International Conference on Pattern Recognition (ICPR). IEEE, 2010. http://dx.doi.org/10.1109/icpr.2010.336.

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Gajšek, Rok, Janez Žibert, Tadej Justin, Vitomir Štruc, Boštjan Vesnicer, and France Mihelič. "Gender and affect recognition based on GMM and GMM-UBM modeling with relevance MAP estimation." In Interspeech 2010. ISCA, 2010. http://dx.doi.org/10.21437/interspeech.2010-743.

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Ahmad, Aftab, Kjell Andersson, and Ulf Sellgren. "A Comparative Study of Friction Estimation and Compensation Using Extended, Iterated, Hybrid, and Unscented Kalman Filters." In ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/detc2013-12997.

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Transparency is a key performance evaluation criterion for haptic devices, which describes how realistically the haptic force/torque feedback is mimicked from a virtual environment or in case of master-slave haptic device. Transparency in haptic devices is affected by disturbance forces like friction between moving parts. An accurate estimate of friction forces for observer based compensation requires estimation techniques, which are computationally efficient and gives reduced error between measured and estimated friction. In this work different estimation techniques based on Kalman filter, su
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Okuno, Alex, and Alberto Ferreira. "Generalized linear tree: a flexible algorithm for predicting continuous variables." In LatinX in AI at International Conference on Machine Learning 2021. Journal of LatinX in AI Research, 2021. http://dx.doi.org/10.52591/lxai2021072420.

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Tree-based models are popular among regression methods to predict continuous variables. Also, Generalized Linear Models (GLMs) are pretty standard in many statistical applications and provide a generalization to many of the most commonly applied statistical procedures. However, in most regression tree methods, there is only one theoretical model associated for prediction in the final nodes, like multiple linear regression, logistic regressions, polynomial models, Poisson models, among others. We, therefore, propose a new tree method in which we estimate a GLM in each leaf node of the estimated
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Reports on the topic "GMM estimator"

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Stock, James, and Jonathan Wright. Asymptotics for GMM Estimators with Weak Instruments. National Bureau of Economic Research, 1996. http://dx.doi.org/10.3386/t0198.

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Kurozumi, Takushi, Ryohei Oishi, and Willem Van Zandweghe. Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach. Federal Reserve Bank of Cleveland, 2022. http://dx.doi.org/10.26509/frbc-wp-202234.

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Several Phillips curves based on sticky information and sticky prices are estimated and compared using Bayesian VAR-GMM. This method derives expectations in each Phillips curve from a VAR and estimates the Phillips curve parameters and the VAR coefficients simultaneously. Quasi-marginal likelihood-based model comparison selects a dual stickiness Phillips curve in which, each period, some prices remain unchanged, consistent with micro evidence. Moreover, sticky information is a more plausible source of inflation inertia in the Phillips curve than other sources proposed in previous studies. Stic
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Altonji, Joseph, and Lewis Segal. Small Sample Bias in GMM Estimation of Covariance Structures. National Bureau of Economic Research, 1994. http://dx.doi.org/10.3386/t0156.

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Lee, Sokbae (Simon), and Le-Yu Chen. Exact computation of GMM estimators for instrumental variable quantile regression models. The IFS, 2017. http://dx.doi.org/10.1920/wp.cem.2017.5217.

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Carrasco, Marine, and N'golo Koné. Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. CIRANO, 2023. http://dx.doi.org/10.54932/bjce8546.

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This paper addresses a portfolio selection problem with trading costs on stock market. More precisely, we develop a simple GMM-based test procedure to test the significance of rading costs effect in the economy with a áexible form of transaction costs. We also propose a two-step procedure to test overidentifying restrictions in our GMM estimation. In an empirical analysis, we apply our test procedures to the class of anomalies used in Novy-Marx and Velikov (2016). We show that transaction costs have a significant effect on investors behavior for many anomalies. In that case, investors signific
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Gunay, Selim, Fan Hu, Khalid Mosalam, et al. Blind Prediction of Shaking Table Tests of a New Bridge Bent Design. Pacific Earthquake Engineering Research Center, University of California, Berkeley, CA, 2020. http://dx.doi.org/10.55461/svks9397.

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Considering the importance of the transportation network and bridge structures, the associated seismic design philosophy is shifting from the basic collapse prevention objective to maintaining functionality on the community scale in the aftermath of moderate to strong earthquakes (i.e., resiliency). In addition to performance, the associated construction philosophy is also being modernized, with the utilization of accelerated bridge construction (ABC) techniques to reduce impacts of construction work on traffic, society, economy, and on-site safety during construction. Recent years have seen s
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Balani, Suman, Hetashvi Sudani, Sonali Nawghare, and Nitin Kulkarni. ESTIMATION OF FETAL WEIGHT BY CLINICAL METHOD, ULTRASONOGRAPHY AND ITS CORRELATION WITH ACTUAL BIRTH WEIGHT IN TERM PREGNANCY. World Wide Journals, 2023. http://dx.doi.org/10.36106/ijar/6907486.

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Introduction: The Accurate estimation of foetal weight is of paramount importance in modern obstetrics for management of labour and delivery. During the past two decades estimated foetal weight is incorporated into the standard routine antepartum evaluation of high-risk pregnancy &amp; deliveries. Present study was conducted to estimation fetal weight by clinical method and by ultrasonography and to nd out its correlation with actual birth weight in term pregnancy. The cross-sectional Material and Methods: observational study was conducted in outpatient or inpatient Obstetric section of Depar
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Lubowa, Nasser, Zita Ekeocha, Stephen Robert Byrn, and Kari L. Clase. Pharmaceutical Industry in Uganda: A Review of the Common GMP Non-conformances during Regulatory Inspections. Purdue University, 2021. http://dx.doi.org/10.5703/1288284317442.

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The prevalence of substandard medicines in Africa is high but not well documented. Low and Middle-Income Countries (LMICs) are likely to face considerable challenges with substandard medications. Africa faces inadequate drug regulatory practices, and in general, compliance with Good Manufacturing Practices (GMP) in most of the pharmaceutical industries is lacking. The majority of pharmaceutical manufacturers in developing countries are often overwhelmed by the GMP requirements and therefore are unable to operate in line with internationally acceptable standards. Non-conformances observed durin
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Wiggins, Steve, Marco Carreras, and Amrita Saha. Returns to Commercialisation: Gross Margins of Commercial Crops Grown by Smallholders in Sub-Saharan Africa. Institute of Development Studies (IDS), 2022. http://dx.doi.org/10.19088/apra.2022.013.

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What are the returns to smallholders when they grow commercial crops for sale in rural Africa? The gross value of production per hectare is sometimes reported, with some recent estimates ranging from as much as US$10,000/ha for irrigated vegetables in Zimbabwe to as little as US$250 for sunflower grown on semi-arid land without irrigation in central Tanzania. Gross value, however, takes no account of the costs farmers incur in growing their crops. In this paper, we use gross margin (GM) analysis to take account of those costs and give a truer estimate of the returns to farmers.
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Douglas, Thomas, and Joel Blum. Mercury isotopes reveal atmospheric gaseous mercury deposition directly to the Arctic coastal snowpack. Engineer Research and Development Center (U.S.), 2021. http://dx.doi.org/10.21079/11681/41046.

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Springtime atmospheric mercury depletion events (AMDEs) lead to snow with elevated mercury concentrations (&gt;200 ng Hg/L) in the Arctic and Antarctic. During AMDEs gaseous elemental mercury (GEM) is photochemically oxidized by halogens to reactive gaseous mercury which is deposited to the snowpack. This reactive mercury is either photochemically reduced back to GEM and reemitted to the atmosphere or remains in the snowpack until spring snowmelt. GEM is also deposited to the snowpack and tundra vegetation by reactive surface uptake (dry deposition) from the atmosphere. There is little consens
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