Determinan Pembiayaan UMKM di Indonesia Tahun 2011-2015: Pendekatan Generalized Method Of Moment (GMM)

GMM with many weak moment conditions

Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias but the usual standard errors are too small in instrumental variable settings. In this paper we give a new variance estimator for GEL that addresses this problem. It is consistent under the usual asymptotics and under ...

Gmm with Many Moment Conditions By

1 This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimators when the number of moment conditions is allowed to increase with the sample size and the moment conditions may be weak. Examples in which these asymptotics are relevant include instrumental variable (IV) estimation with many (possibly weak or uninformed) instruments and some panel data model...

Method of L-moment estimation for the generalized lambda distribution

The generalized lambda distribution (GLD) is a flexible distribution for statistical modelling, but existing estimation methodologies for the GLD are computationally difficult, rendering the GLD impractical for many practitioners. We derive a parameterization of the GLD with closed-form expressions for the method of L-moment estimators. A numerical example involving the age of coronary heart di...

Chikungunya Virus Mutation, Indonesia, 2011

1987. p. 5–21. 7. Brundage JF, Ryan MA, Feighner BH, Erdtmann FJ. Meningococcal disease among United States military service members in relation to routine uses of vaccines with different serogroupspecific components, 1964–1998. Clin Infect Dis. 2002; 35:1376–81. http://dx.doi.org/10.1086/344273 8. Broderick MP, Faix DJ, Hansen CJ, Blair PJ. Trends in meningococcal disease in the United States ...

The Welfare Cost of Inflation: Theory with an Application of Generalized Method of Moments (GMM) to Ira